This is a problem with many facets.
First, a lot of software manufacturers price their software for one market (the US/EU) and then when it makes to so called 3rd world countries, it is priced way too high for local consumption. Take a look at Windows 7 for example--it costs almost the same here as it does in the states, but the GDP per capita is almost 3x more. I understand they don't want the products from lower priced countries to make their way to the more modern 1st world economies, so it is a conundrum for producers and consumers alike.
Second--for TV shows, music, and movies, an issue is censorship and availability to consumers. If you lived in the USA, you can just go to ABC, CBS, Fox and other TV stations and watch the shows without having to download them through other sites. However, due to licensing restrictions, this is available only to people in the US and its territorities. There are similar arrangements for consumers in other countries like the UK and France too for their content. As for censorship, in this country and the middle east in general, there are ot lots of groups who may object to a movie, music or TV show on religious or political grounds so the public doesn't get to see or hear it. The internet is left as the only option. As for music, there is lots of music I can't find here legally or otherwise---you can't really ship here, so what choices are we left with.
Third--while we pay a premium in internet services here, it is a fact that people with more available internet connectivity have a smaller problem with piracy which seems counterintuative. Piracy seems to be based on culture more than internet connections (although Canada on the
list puzzles me).
For the record, I pay for my software I get because I like the fact I have less problems with it--with TV shows and music, the lack of availability and other factors make it more difficult for me to get legal ways to obtain them. I blame the system and myself for this.