Changing your location on xbox live has no effect on what region live you access. Its all based on your Windows Live Account location, which you can't change.
I moved from England to the US and the only way I can use live point cards is by using my wife's American Windows Live on the xbox, insted of my UK one.
I think its a silly system, they should be able to find your location from your IP address, that way addressing the location issues. Then again, I don't know all that much about that kind of thing.
Adding a US xbox live account when living elsewhere is probably going to get you in trouble, though.
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