Think of it like this - you work say in Switzerland / Lichtenstein - so why should UK / USA or wherever charge you income or other taxes for income totally earned outside their jurisdiction and not imported into it. This is always a 'Mute point' - however if you connect to VPN in 'Country ZZ then the laws governing over what you can connect do are soley governed by 'Country ZZ' since that's what's country the service you are connecting to thinks you are based in. Alternatives would be ZoneAlarm witch i herd is good or just simply using you Windows firewall to block all outgoing connections witch is real easy (Google it for more information) but the negative of that is you have to remember to block the stuff you don't want to connect as it wont tell you when software is trying to connect when Comodo will.Streaming region locked content for example.Hi there I personally use Kasperskys firewall on my Windows computer to block all the stuff i don't want to call home but i think you need the whole anti virus for that. If you are using Windows then you could give Comodo Firewall ago although my experience with it in the past has not been the best but it may be better now since i haven't used it for a long time. A alternative is Little Snitch which basically works the same but i found Hands Off! abit more easier.

If you are using a Mac then i recommend you use Hands off! as it tells you when something is trying to connect to the internet and you can chose to block it or allow it.

Same rule applys for any cracked software you are using.

Comodo firewall reddit