Yes its possible via either custom router software (best option), or them allowing you to connect through there computer, if they would allow you is another thing...
Id personally prefer to spend $5-10 and have the added security myself with good speeds knowing none of us were going to hinder the otehr person playing online games, streaming or downloading, there is also the matter of illegal activity to think about specially with all the laws changing and being different in different states.
I just re-started paying for my vpn service and made it so it automatically dials the connection and starts "VPN LifeGuard" and before you ask...
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Free & open source application to protect yourself when your VPN disconnects. It blocks Internet access any others specified applications. It prevents unsecured connections after your VPN connection goes down. VPN Lifeguard will close down the specified applications and automatically reconnect your VPN. Then, reload applications when reconnecting the VPN.