Panasonic Blue ray and other players do not have internal support for VPN network settings but it’s still possible to setup a VPN with your Panasonic, Samsung, Toshiba, Dynex and other Blue Ray Players.
There are actually few ways of doing this which I’ll describe in detail below.
- Router: 
Follow this guide to configure VPN on router
- ICS: 
Configure via ICS on MAC
Configure via ICS on Windows