This happened to me also. As Harry suggests, I generally use sites like FictionWise and CyberRead, but for some reason a book I wanted was only available on MobiPocket.com.
I didn't read the fine print of the book description, and when I wanted to check out it gave me the message about removing it from my cart because of my location. Just for kicks I went and changed my registered location and it allowed my to buy the book, so depending on the website and how strict they really are, this may be one solution to the problem...