I sort off had the same problem as you. I live in the EU, but I started my character on an imported US PS2, with US FFXI on it.
Later, I got a new computer, and decided I wanted to play FFXI on that. So, I borrowed the EU FFXI cd-roms from my g/f, and I was able to play FFXI on my PC.
Of course, I could never get into my account details (because you can't if your using a different region POL), but this was never really an issue.
It did became an issue with this last update and expansion tho. My old US PS2 is in a box somewhere, so I downloaded the US POL from the US FFXI website.
I couldn't get it to work without uninstalling my EU POL tho, so I decided to spend a day and do the following:
* I downloaded an US version of FFXI, besides the US POL I got from the official website.
* I uninstalled my EU POL and FFXI
* I installed the US POL and FFXI
Now, this took about 8 hours, including the time for FFXI to update to the current version, but since I did it last night, before and during the Version Update, I didn't mind it.
Now, it works perfectly. I can play FFXI, edit my account details, order expansions online (which I did), order the security token (which I did as well), and log in with my linked SE account.
I really suggest you do the same, but replace your US POL and FFXI with an EU one.
You can download a Vista compatible EU Playonline viewer
here, from the EU POL website.
I'm pretty sure this is compatible with all other Window versions as well,but I'm not sure.
As for an EU version of FFXI, I suggest downloading it from some bittorent site or something (being aware of virusses, of course).
It will take a few hours to do, but once you did, your life will be a little easier.
Disclaimer:
Normally, I wouldn't download games illegally, but since I already bought a US (PS2) FFXI, and I pay monthly fees, it doesn't feel illegal to download it somehow.