Yeah, after doing some more research it looks like Unb-us only works with specific services. They only change your location for the services they support and everything else shows your correct location. They work with a lot of the popular services like MLB.tv, NHL Gamecenter, Netflix, Hulu Plus, and Amazon Instant. They don't work with other services except for the ones they specifically list.
That's perfect for my needs because I can just change the DNS on my router and MLB.tv won't give me blackouts on any of my devices without me having to change with settings on them. I don't want the rest of my services to see a location outside of the US because I'm sure that would mess some of them up. I was also worried about reducing my internet speed. I hear that is usually an issue with VPNs but Unb-us is claiming I will still get my full internet speeds. I will report back on how well this actually works once baseball season starts up.