There should be no problems at all... When you play you will be playing direct as I understand it so there will be no stuff in between like "gamespy or the zone" or any other things.. so it should work. The only thing i have experienced was with Need for speed..where i got the game while i was on vacation in the US (i live in denmark)..when i came back home the game would not start unless i changed my country code to US before starting the game..otherwise i ran just fine!
Best Regards
MightyB