Opening a Canadian bank account in order to get an eWallet linked to it is no way screwing the system nor is it illegal at all.
If you are not in any of the 11 states and an authority asks why you have a Canada bank you can say: So i can play online poker
. If you don't feel comfortable saying this then go with something like:
"I do internet marketing and focus on the Canadian market. I wanted to have more of a presence there and also have a Canadian credit card to get .ca domains and Canada hosting as i thought it might help me rank better in google.ca"
A poster on another forum said that the bank he works at had about 200 USA account the last couple days. A typical day is 1 maybe 2.