I guess most people buy software right from the internet; will say, they download it. I don't know, if it is possible to download PS from the US site, when your IP-adress is from Europe. For example, I can't subscribe to American TV-channels (internet-streaming), because I have the wrong IP-adress.
Than, if you're importing the physical software (the discs), then you might end up paying a lot of custom duties.