To do what Hola appears to do best (bypassing filter protection or basic traffic forwarding) I just use a socks5 proxy server, all you need is a box with ssh and make sure your dns requests as well as the http data go through the proxy.
I think you can even set it up with chrome/ff without addons, but I use foxyproxy since you can switch in seconds.
So break one law instead of another. There's no advantage to a VPN versus TPB, and you're still ilegally downloading the show (since the licence for the mentioned websites state that it cannot be exported, etc).