The record companies do not allow cross-border sales from any of the legal download stores. You must therefore have legal residence in the country of the iTunes Music Store you wish to use. So in order to buy from another country's iTunes Music Store, you must (as proof of residence) have either:
a) a credit card issued by a bank in that country with a billing address also in that country, or
b) a mailing address for your residence in that country
and a gift certificate or a prepaid card that was bought in that country (or in the US only, a PayPal account).
If you cannot fulfill one of these two sets of conditions, you will not be able to purchase from any given country's iTMS.
This, again, is due to restrictions placed on Apple by the record companies and other rights holders (who are often completely different from country to country and so all require their own individual negotiations and contracts), not by Apple's choice.
