If your router has a 'Not Supported' tag it means the router configuration does not allow for the configuration of alternate DNS servers and you therefore cannot configure your router to make use of the Protect servers. Some service providers do this this to block you from using an alternate DNS service. Naughty! To resolve, install one of the supported routers so long as the router supports your connectivity type or change to a service provider which does not restrict your freedom of choice to use an alternate DNS service.
Example of a non supported router