The reason Euro people do this, is to get around an extremely slow router/whatever in order to get to the EVE servers faster, the only mention of people having to do this were people living in France.
it's called proxy tunneling and if you have to ask how to do it, then don't. Or you can have fun when you mess up and have no internet connection at all.
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Guess my best bet is an online annoyimizer
Now with 57.3% more flames!