Being interested in following such a program as well, I posted a similar <a href="http://math.stackexchange.com/questions/16254/summer-programs-to-gain-research-experience-as-an-undergraduate-outside-the-unit">question</a> on Math SE. I recently found the <a href="http://www.math.wisc.edu/~ono/reu10.html">program</a> held at the university of Wisconsin. Is specializes in number theory. As it is funded by the NSF as well, foreigners have to pay for the program themselves, but it *is* open to non-Americans. 

Good luck with finding a program!