Thats right. With a PEA you can avoid capital taxes provided you hold your stocks long enough.
As per how to open a brokerage account for alien non US resident, several years ago I managed to open an account at interactive broker while living in hong kong. They have among the lowest fees of all brokers and good software. Pretty sure its also possible to open an account while residing in france.
One thing to note though: as an alien non US resident, any US dividends will be taxed at 30pct in the US, directly deducted by the brokerage company
