Winston does not currently support "behind-the-router" configuration with all-in-one devices.
However, if you use a standalone wireless router in conjunction with an all-in-one cable modem/router combo (sometimes requiring it to be in bridge mode), Winston works properly if connected in between them. Make sure you connect any devices, whether hardwired or via WiFi, to your standalone router's network for Winston privacy protection.
Alternately, you can use an all-in-one modem/router combo device (again, sometimes in bridge mode) with Winston and connect a computer directly to Winston to protect that computer. Please see the device connection order for Winston and other devices.
To set your combo modem/router to bridge mode, please refer to your device manufacturer and/or Internet Service Provider (ISP) instructions. You may need to call your ISP for assistance.