I'm currently looking at the Cisco RV042 VPN router, and I am wondering if I will be able to setup individual networks with it.
How do I know which routers or firewalls are capable of setting up separate networks?
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By separated networks, you mean VLANs?
If so, there is a tutorial provided by CISCO on how to do it: http://www.cisco.com/en/US/docs/routers/csbr/app_notes/RV0xx_an_vlan_78-21017.pdf
Or do you mean separated WANs, perhaps one being the master and the other the backup, or even with load balancing?
Then, there is also a tutorial by CISCO: http://sbkb.cisco.com/CiscoSB/Loginr.aspx?login=1&pid=2&app=search&vw=1&articleid=622
Or do you mean different subnets? That you can find here: http://sbkb.cisco.com/CiscoSB/Loginr.aspx?login=1&pid=4&app=search&vw=1&articleid=673
Yes, VPN routers are also routers. So you just have to carefully read the router datasheet/documentation.
If you are looking to "vpn router", this usually names a small business product, marketed with VPN to make you buy it. I wouldn't expect to have broad capabilities, nevertheless some products allows you to splin LAN into several VLANs or at least use one port as DMZ (basically offering you two "Lan ports").
VPN router is a pretty broad noun to describe networking hardware. When I think of a "VPN router" it could be a firewall, which is used for routing traffic from the internet or WAN connections. Small business class equipment like the Cisco RV042 are not apples to apples when compared to something like a Cisco ASR. Whitepapers and manuals are your best friend when you want to understand a products capabilities.....Thorough understanding of the theory behind what makes those concepts work is another piece of the puzzle. Time to hit the books id say =).