As far as you're concerned it just works. Everything is handled on their side. This is my interpretation of how it works. Your device is making a request to some URL, it gets looked up on their DNS servers. If the URL is something like google.com it just gives you the regular IP to go to google.com. If it's netflix it gives you an IP of one of their US-based servers. It knows you're trying to go to netflix so it makes a connection to netflix on your behalf. It then passes traffic back and forth between you and nexflix which sees it as US-based traffic. Kind of like an old-fashioned switchboard.

Give it a try. It's free and here's the setup instructions http://www.unblock-us.com/how-to-set-up/. It really is ridiculously simple to use.