How does this work?
Using the service is trivial for anybody on HN. Just a matter of setting your DNS settings to specific servers. That's it.
Technically... I'm still trying to figure that one out. I think what they do is handle the IP check from the service, and then pass off the stream to your computer. This would make sense since the stream server would be different than the IP check server. This is great because then only a very limited subset of traffic is flowing through their servers so you get "native" speeds.