BBC iPlayer is currently only available in the UK. By using a VPN, and linking to a UK server, the BBC sees the connection as being within the UK.
You need to download and install VPN software on your device. Some are free, but those VPNs are all blocked where I live. I use Astrill which costs me about USD 60 per year. It give me access to sites that would otherwise be blocked to me (social networking, the NYT, and sometimes even MBM).
Once you have installed your VPN, open it, there will be a list of servers that you can connect to. Just connect to a based server.