[Another update: The workaround no longer works.]
[Update: There is a way around the Amazon geographical restriction thing. See here. ]
There have been a lot of raves about the new Amazon.com MP3 download service, mainly because it's 10 cents cheaper than the iTunes Music Store, and it's (allegedly) DRM-free. (I say allegedly, because I'm quite skeptical about these claims from any source, but that's besides the point here.) However, just like their awful UnBox video download service, they restrict download by 'geographical location', meaning that they probably filter by your IP address:
Well gee thanks for the concern, Amazon.