Why can't I hide my IP properly? Is that even legal?

Here's the thing. I live outside of the USA and I can't watch American videos from sources like VEVO, NBC, CBS, ABC, Hulu... So in an attempt to pass through these obstacles, I've searched for and found a way to hide my IP, i.e. change it so that it seems like I'm in the USA (it's some kind of a... show more Here's the thing. I live outside of the USA and I can't watch American videos from sources like VEVO, NBC, CBS, ABC, Hulu... So in an attempt to pass through these obstacles, I've searched for and found a way to hide my IP, i.e. change it so that it seems like I'm in the USA (it's some kind of a proxy thing, I don't really understand the way it works). Now firstly, I need to know if this is legal, and secondly, it now works for VEVO (I can visit VEVO normally), but still doesn't work for sites like ABC, NBC, CBS... So I need to know what the problem is. Every page that "shows your IP" shows that my IP is American.
Thanks!
Update: @Oscar - I don't really understand it... Can you try to explain it a bit better, please? Thanks :)
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