As far as I know the OpenVPN addon is only a server and can't be used as a client.
The general agreement here is that you need Alt-F to do what you want. If you decide to try that out take care and read all the instructions and be sure you understand what to do. Also, before you do anything make a copy of your configuration and a copy of the firmware on the NAS (that way you can always revert if necessary). You should also do what we do when working on any storage device - make a complete backup of all the data and check that you can read the backup (if you have it you most probably won't need it BUT if you don't have it Murphy says you are going to need it).