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If you don't want to do that you can just activate them normally as they seemed to have unlocked the keys for the rest of the world now
Link:
http://forums.steampowered.com/forums/showthread.php?p=34080803
http://raptr.com/forums/showthread.php?t=25572
I think VPNs are against Steam T&Cs and might get you banned. I bought a Dead Island key from Amazon before finding it doesn't activate in the UK so I'm trading it rather than risk losing all my games.
All keys have now been unlocked so not a problem anymore. Using VPN's can result in the game taken from you at a later date :)
We all know that the key codes do not work outside of US. There is a trick you can use to activate your key anywhere.
First download the latest version of Hotspot Shield, personally I downloaded from CNET because it's trustworthy.
Then install and activate it
Choose US Mirror in the options and activate the key through Steam.
I suggest you uninstall Hotspot Shield when you're done since it adds more ads in your browser.
This method works 100% I did it myself.