ad latency from US East Coast

Hi, I just downloaded this today. I'm super excited about it because I started playing wow back in 2005 and I always missed the old contents so much! I'm playing on the Outland server. After playing for 1 hr or so, I noticed I'm lagging very badly (1000+ ms). I'm playing in US East Coast. Is there a way to reduce the latency to a playable level? I do have a VPN service and will that help? If so, which location should I connect to? I'm assuming the service is located in Europe?
I'd greatly appreciated if someone can help!