First, let us explain that the Feast of Purim is not one of God’s commanded Holy Days. It is celebrated by the Jews, and observing the Purim Feast by them is, per se, not against Scripture. As a Jew, Jesus would have kept the Feast of Purim, although there is no specific reference in the New Testament that He did. But as it is pointed out in the Question, many times the way in which it is celebrated is clearly against God’s commandments.
The date for Purim in 2010 was February 28th and this year will be on March 20th.
Wikipedia makes the following comments about this festival:
"You are the light of the world. A city that is set on a hill cannot be hidden."
-Matthew 5:14