Read the Q&A and comments, DO NOT BUY for a regular steam key. It MUST BE an international version key, which incidentally, they also sell for $26.99.
They will send you a link to a picture of the CD key, which you can then activate via Steam. You do not need a VPN because this key is region-free. I currently have 3 games from this website (MW3, Black Ops, Borderlands2 + this DLC pack), although this is my first experience of them actually sending a picture of the CD key.