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JetCarrier.com has a service that lets Norwegians, Danes and Swedes get an address in the USA to be able to order things that isn’t shipped overseas by default, like the original Apple iPhone, a Chumby or something you would like to buy on eBay that the seller wouldn’t ship overseas. JetCarrier will then forward your parcel for you (they ship the parcel themselves by air or by sea). They will do all the customs work, that’s included in the handling and shipping fees. You would only need to pay the VAT (Value added tax) if the price for the product is over 200,- NOK.
If you sign up for JetCarrier you’ll get an address like this that you could use when shopping overseas:

JetCarrier [your customer number]
Att: [your name]
601 W Linden Av Suite [your customer number]
Linden, NJ 07036

So if your name is John Doe, and your customer number is 31337, then your adress would look like this:

JetCarrier 31337
Att: John Doe
601 W Linden Av Suite 31337
Linden, NJ 07036

You will get a real address and not just an post box. This was how I ordered my original iPhone back in 2008. Many other Norwegians did the same thing when ordering their iPhones.
There is also a similar service called Ship2Me that also gives you an US address, and Forward2Me that gives you an UK address. These services use regular shipping services to ship packages to your country, which means they could ship to most countries in the world.

If you have made iTunes not ask you about buying iOS Apps in the “Are you sure you want to buy and download …?” dialog-box (see below), you could get that warning back by using the “Reset all warnings for buying and downloading” feature on your iTunes Account information page.
Quote from the iTunes Store – Terms and Conditions:

1-Click is a convenient feature that allows you to make a purchase from the Services with a single click of your mouse or other input device. When accessing the Services on your computer, 1-Click purchasing may be activated via the dialog that appears when you click a Buy button. (You may reset this selection at any time by clicking Reset Warnings in your Account information). When accessing the Services on your Apple-branded products running iOS such as an iPad, iPod touch, or iPhone (“iOS Device”), 1-Click is activated for each transaction by tapping the button showing the price of the product, which reveals the Buy button. When 1-Click is activated, clicking or tapping the Buy button starts the download immediately and completes your transaction without any further steps.

Step-by-step guide:

0. Go to the iTunes Store in iTunes, and sign in (if you aren’t signed in already).
   
1. Click on your Apple ID (your e-mail address) in the upper right hand corner of iTunes.
   
2. Enter your password in the password field, and then click the [View Account] button.
   
   (Version of picture without labels).
3. Click the [Reset] button in the “Reset all warnings for buying and downloading” part of your iTunes Account information page.
   
   (Version of picture without labels).
4. You should now see this dialog box the next time you try to purchase something in iTunes.
   

(No, I didn’t read the iTunes Store T&C when I started using iTunes Store. I just googled for “Are you sure you want to buy and download” and got to the iTunes Store T&C, and then found out how to reset this warning).
(Tags (for search engines): One click purchases, One-click purchases, 1-Click purchases, 1 Click purchases, Apple, iPhone, App Store).