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Yeah, I'll have to join an Asian shard, my ping is over 200 on LS now. I'll have to test a couple out before I make a big move.
There are programs to route you to the states and give you a faster ping. It's how players all over the world enjoy Atlantic.
I'm almost sure it isn't illegal since they only reroute your connection and doesn't effect the client in any way. Maybe @Mariah can confirm or deny?