Nils hit the nail on the head. To use Unblock Us, you have to change your DNS servers to point to theirs.
When you visit a webpage, your computer accesses the DNS server to determine the IP address of the web-server hosting the site.
Normally, you get the IP address from the DNS server and fetch the page from the server at that address. When you do that, your system includes your IP address in the network packet containing the fetch request. The web-server sees that, and it can refuse to serve the page based on that (or any other factor).
When you use Unblock Us’ DNS servers, instead of returning the IP address of the destination site, it returns the address of one of its own proxy servers (which are located in the US). Now, when you fetch a page from the target website, instead of requesting it from the actual web-server of the site, you are requesting it from Unblock Us’ server (in the US). Then their server forwards the request onto the target site which then sees the IP address of the proxy instead of yours. Because the proxy is in the US, the target site returns the data which gets forward to your system. You can see this system in action by pinging one of the supported before and after activating their DNS servers.
They only support a small set of sites. For other sites that don’t require geo-location or sites that they just don’t support (yet?), they return the IP address of the real server.
This means that to implement your own system, you will still need a with an IP address in the US.
You may be interested in Tunlr, which is a service just like Unblock Us, except free. Their explanation of how it works is better Unblock Us’:
How does it work?
Tunlr does not provide a virtual private network (VPN). Tunlr is a DNS (domain name system) unblocking service. We’re using sophisticated technologies (a.k.a. the Tunlr Secret Sauce ©) to re-adress certain data envelopes, tricking the receiver into thinking the envelope originated from within the U.S. For these data envelopes, Tunlr is transparently creating a network tunnel from your location to our U.S.-based servers. Any data that’s not directly related to the video or music content providers which Tunlr supports is not only left untouched, it’s also not even routed through Tunlr. In order to use Tunlr, you will have to change the DNS address.