Every DVD has a region code on it. Canada and the USA is region one, and Europe is region two. They made that system when DVDs were invented so that one company marketing a DVD in a region would have exculsive marketing rights to that DVD in that region. In some DVD players you can change the region. For some you just have to put in a sequence of buttons on the remote, or burn a CD with a certain file on it, or modify the hardware. I have an Apex 660 in California that I bought specifically so that I could change the region to watch DVD movies from the states and from Europe. Here is a link to where you can find out what DVD players can be "hacked". http://www.vcdhelp.com/dvdplayershack.php
There are quite a few movies that they don´t release in the US, which is too bad. The movie Airbag is one of my favorites. You may not be interested in this, but you can also download movies off the internet if you have a fast connection.