TECH/FINANCE: Buying downloads overseas

[Jester]

Tried to buy software from Nuance Online Store.
The sale seemed to hang up, no confirmation number. No confirming email came.

Called them 2 or 3 times with clear messages, firm but polite, all contact info given. Each call took like 20 minutes on hold, just to leave a message.

Eventually my online banking showed that they had charged my credit card, then cancelled the transaction, on 9/30/14.

Today, 10/3/14, they finally called me back. My location on the beach in a luxury private community in Baja California had been deemed "risky". Did my best to humiliate the Tier 2 customer service guy and make him pee his pants.

QUESTION:
Obviously I need to learn to use a VPN to do online purchases.

BUT... is that going to work for downloads? Or is there some "gotcha" that will f**k up a download? Like, if I download, but what actually downloads is just an INSTALLER, but when I click the Installer, it divulges my actual location in an Evil Foreign Place to the NWO-Anglo-Zionist assholes at Digital River?

[xiongmao]

I got VPN but I'm wary about using it for things like dating sites. Using a VPN is a big red flag for a lot of businesses.