The solution is simply: create an U.S. profile on PSN and buy an $ PSN card. I'm from Europe too, and i did this.
Stupid question perhaps, but how do you actually do this?
I couldn't find a way to create a new account on the PS3 itself so went to the US PSN web sits and created an account. However, when trying to log on with the PS3 I get a message I'm not allowed to change the mail address. Any info would be appreciated please as I'm getting fed up with Sony EU's constant delays.