For the Europeans amongst us:
1. You can watch the free episode by setting up a US itunes account without payment options. This is easy, there are many instructions of this on youtube.
-> This will get you the 1st episode.
2. The second episode costs money though, so you can't watch it without a US credit card ...
Many (most?) video-on-demand pay sites use location restrictions based on IP - perhaps iTunes ignores it for free videos, but I'm quite certain you'll get a fat error message even if you sign up with a US CC and try to pay or watch a pay video on US iTunes.
Hell, I can't even buy music from iTunes UK or Finland, just because I live in the Netherlands. I shudder to think what happens when I move to another country. Yes, iTunes has its own store in every EU country, and they all have different selections. And the industry is amazed why people are not buying as much music as they used to.Don't get me started on region coding on DVDs and Blurays.