Since the Euro is quite a strong currency these days, when compared to for example US-Dollar, buying goods, like for example PC games in foreign countries can help you save a few bucks, bucks that would usually make it into publishers pockets. Valve is now starting to put restrictions for their Steam platform in place.
Valve is going to test the new restrictions with metal Gear Rising: Revengeance. Users from South america as well as Eastern Europe will only be able to buy versions for their region. Additionally trading these games will not be possible if region borders are going to be crossed.
You could certainly connect to Steam using a VPN client, but since Valve is taking active measures against excessive VPN users, you might get your account blocked very soon.
Source:
NeoGaf