In those countries the internet system is locked down anyway.
I am suprised it allows you access to the kindle shop as you will be able to access books that are on the banned list.
Europe there is no problem what so ever with kindle and web browsing.
Kindle is a linux based system and there are hacks out there which allow you access to the OS which means you can load up a VPN on it after you have
connected via 3G. After you have done that you are in the country you have connected to.
BUT....... it requires reasonable knowledge and it is illegal in the countries you would like to use it in.
There is another issue which is the cost of international roaming data on the 3G which is highly expensive. Its proberly doing you a favour saving you from a massive bill.