Fortigate IPSEC VPN > Amazon AWS E2

Hello,

I am looking for a guide on setting up a site to site with an Amazon E2 instance.  All of the guides I have found reference a virtual fortigate within AWS that communicates down with our data center fortigates.  This sounds wonderful but is expensive.  Has anyone setup a direct connection from E2 > Fortigate without using this virtual firewall within AWS?