While Crackle might work on platforms like gaming consoles(Xbox, PlayStation) and Roku, VPNs aren't normally available on those devices since there's no native support for them.
The only way to unblock Crackle and such platforms is to set up the VPN on your router. Those devices use the router to communicate with the Web, so they'll automatically use the VPN connection.
You can also try getting a VPN router, though keep in mind they can be a bit expensive.