What I do is ask someone to buy a game for me. They give me the verification code that I register with in-game, then download the game through torrentspy, then wire some money to the person that bought the game for me.
Hopefully now, I'll just be able to buy a code from PlayOnline directly, then download the game and install.
And no, the first one isn't illegal since technically I own a copy, as for the second one, I'll buy the game once it reaches Sweden 2 weeks past release date ~.~ But I refuse to sit and wait through the 2-week shipping time to play it =/