I think your problem is that you should be clicking on the 'Newer builds tutorial at the top'...the page you are looking at is for older Tomato builds....
These are the settings I used for PIA on my RT-N66U using Merlin .25b, hope they work for you?
To set up OpenVPN client:
You will need to download your Private Internet Access Certificate Authority, a ca.crt file from:
https://www.privateinternetaccess.com/openvpn/openvpn.zip
Log into your router and select <VPN Server> from left-hand side, then <OpenVPN Client Settings> tab.
Under <Basic Settings>:
Select client instance: Client 1
Service state: Leave <Off> until you have entered all the other settings.
Start with WAN: <Yes>
Interface type: <TUN>
Protocol: <UDP>
Server address and port: Address: uk-london.privateinternetaccess.com Port: 1194
Firewall: <Automatic>
Authorization Mode: <TLS>
Username/password authentication: <Yes>
Username: Your Username
Password: Your Password
Username auth. only: <No>
Extra HMAC authorisation: <Disabled>
Create NAT on tunnel: <Yes>
Under <Advanced Settings>:
Poll interval: 0
Redirect internet traffic: <No>
Accept DNS configuration: <Strict>
Encryption cipher: <Default>
Compression: <Adaptive>
TLS renegotiation time: 0
Connection retry: 30
Verify server certificate: <No>
Custom configuration:
persist-key
persist-tun
tls-client
comp-lzo
verb 1
Click <Apply> at the bottom of page.
Click on <OpenVPN Keys> tab.
Select OpenVPN instance to edit: <Client1>
Static key: Leave blank
Certificate authority: Copy and paste certificate authority from ca.crt (download link above)
Server certificate: Leave blank
Server key: Leave blank
Diffie Hellman parameters: Leave blank
Click <Apply> at the bottom of page.
Click <OpenVPN Client Settings> tab again.
Under <Basic Settings> switch the <Service State> button to <On>
After a few seconds, your VPN client should now be up and running.