Disclaimer: If you're trying to break the law and get around license protections, I would suggest you A) not do that, B) don't ask for help on a public board. That being said:
I have my router (Cisco ASA 5505) setup to allow me to VPN in. You can set that up quite easily with dd-wrt or tomato on just about any retail router. Benefit: Free, negative: depends on how much bandwidth your connection can handle.
For VPN, I also do the opposite.
I have a VPN tunnel out of the US, so the RIAA/MPAA/NSA/WhoeverElseA can't see my traffic on some VMs. I also run a tor node to help others annonomize (sp?) traffic.