Ok so one more time for you guys who want to start playing on DMM and have problem with VPNs and whatnot. This method does not require setting up a proxy and is super user friendly (also comes with a youtube video explanation)

Here is a link how to edit DMM to play there games outside of Japan:
https://www.youtube.com/watch?v=339hIuWMFNo

Here is the link to there Website:
http://www.dmm.com/