Obviously, the best solution for you is to get a VPS from Amazon EC2 - the same "datacenter" that lockerz.com is using.
Pinging from an Amazon EC2 virtual server instance:
ping -c 100 -i 0.2 -q lockerz.com
PING lockerz.com (22.214.171.124) 56(84) bytes of data.
--- lockerz.com ping statistics ---
100 packets transmitted, 100 received, 0% packet loss, time 19798ms
rtt min/avg/max/mdev = 0.495/0.750/6.019/0.611 ms
Voila! Ping <1ms.
In fact, you can even get a Windows VPS for free:
1) Amazon EC2 micro instances are free for a year (an excellent freebie promo by Amazon) = 610MBytes of RAM, Linux OS
2) use vLite to create a TinyXP installation of Windows XP (provided you've got a Windows XP license, of course) - this would use 70-85 Mbytes of RAM
3) install Sun VirtualBox (free software) from a command line on your micro instance
4) install the created tiny version of Windows XP inside that VirtualBox
5) Bingo. You've got a free Windows VPS with >400Mbytes of free RAM.
The above is not a theoretical exercise, I know someone who implemented this :-). It works quite well.