Some content on BBC radio is restricted to UK only, especially sporting events. The owner of the rights to the event sell it to different broadcasters in many countries so each broadcaster has to restrict access to that country. The rights for most programmes on BBC Radio belong to the BBC so they can allow them to be accessed from wherever they want.
I use Unblock My Telly
, which used to be called S4UVPNSURFER. They are not brilliant communicators but the service basically works. I don't use it very often and when I tried recently it didn't work. When I contacted them they had changed the server names without telling me. As soon as I changed the names it worked again. When I mentioned that it might be a good idea to tell users they replied that the list was on their web site.
You can use it on any internet connected device that allows you to set up a VPN, i.e. PC, laptop, tablet and smart phone. According to their FAQs You can have up to four devices connected simultaneously, provided they are all in the same country, simply by using a different server name on each device. The cheaper non-premium service that I use only has three server names so I can only connect three devices simultaneously.
I would recommend not having it connected at all times for security reasons. All your internet traffic is going through their servers so it adds risk that important information, e.g. banking details, could be intercepted. I only connect when I need a UK IP address and then disconnect.