Nighthawk RAX45 VPN Not assigning IP Address

I setup a personal VPN with my Nighthawk RAX45. It shows that it made the connection from my computer outside of the network, but the VPN network doesn't get assigned an IP address. It getting assigned the generic 169.254.156.189. 

This is my first time  connecting to it while traveling, so unless I get the VPN working, I don't have access to the router. Is there anything I could try to make the VPN assign the IP address?