You will need Cox Complete Care, port forwarding is an advanced support that Cox itself doesn't support, but is supported by the fee based Cox Complete Care.
What I don't understand is why port forwarding is needed. Don't most VPN use IPsec which is compatible with most/all routers? I can see the need to open a port in the firewall, but why do you need to forward it? Not a expert though.
It SHOULD be, however, if the connections is being made from outside in, then port forwarding would be necessary.
