In order to make more money off of us, the DVD Forum (industry group that set the standards a decade+ ago) came up with a brilliant idea when the format was released: region coding.
Basically, they've divided the world into 5 regions. DVDs and DVD players sold in any country will usually be coded to that country's region. Region 1 is North America. Europe is in Region 2.
The way to get around this idiocy is if you have a multi-region DVD player.
My DVD player was originally coded for Region 2... not sure why, since I bought it in Russia and Russia is in a different region... (Region 5 I think, though most DVDs sold here are pirate and therefore not region coded!) Anyway, I found a file on the Internet that helped me hack my player so that it's now multi-region 8)