I bought Amazon Prime so I could stream video, only to find that Amazon won't stream it out of the country.

I know that VPN stands for "Virtual Private Network", and that it will somehow allow me to stream video from Amazon.com even though I do not live in the U.S.

That is the sum total of my knowledge about VPNs.

Is it difficult/expensive to set up a VPN? Is that something I do in my router, or in the computer? Do I sign up with a third-party vendor to provide the service? If so, what does that cost, do you have recommendations for particular ones?

What about the moral aspects of streaming video to my computer in Mexico? How am I damaging the video provider by watching it here instead of at my brother-in-law's house in Alaska, where Amazon would be perfectly happy to provide it? (I am still a U.S. citizen.)

Where do I begin if I want to have my own VPN?

tanstaafl.

Not a VPN, but accomplishes your goal: http://www.unblock-us.com

You need a 3rd party provider (in the US). You connect to that provider, setting up a VPN tunnel between your computer and their, and then pass your traffic through it. To Amazon it then looks like your traffic is coming from the providers machine (in the US) instead of from Mexico. A VPN service might not be foolproof though - depending on how paranoid Amazon is, they might block IP's from known VPN providers, just like they block foreign ones...

I'm not up to date on US VPN providers, but a good start I'd assume would be to google 'US VPN' - but I'm sure others here will have recommendations.

Swedish VPN services tend to be about 50SEK (~US$ 7.00) / month.

www.yourprivatevpn.com

Edit: https://www.privateinternetaccess.com/

$40/year, does everything, does it quickly.
Most likely owned/operated by the NSA, but hey.. they see everything anyway, right?

Look no further.

Uhhh... at today's exchange rate, I see $178 per year, not $40. (130 Euros per year) for enough bandwidth to stream video.)

??

What about this site, at $50 per year. I don't know enough or understand enough about VPN to evaluate this and see if it's anything I can use.

tanstaafl.

After a quick read - looks like they have a DNS server that points the supported sites (VPN should work for any site) to their own machines.

So you change what DNS server your systems use to theirs. When you ask for the IP address of say hulu.com you don't get the IP number of the real hulu.com, but their machine that will relay traffic to/from hulu on your behalf...

Less resource hungry as there is no encryption of the traffic between you and them as there would be in a VPN. But if hulu changes things around, things might not work until strongDNS updates their records to the new reality.

My apologies.. wrong outfit. Link now corrected:

https://www.privateinternetaccess.com/

Cheers

...or just get an amazon AWS micro instance and use ssh -D to set up a socks proxy. Almost free (well, actually free for a year)?