there's also a free program for PCs called dvd43 that i use to watch other region dvds. It runs in the background like the one James mentioned, but it's free. Unfortunately it doesn't work for every movie, but it works for the vast majority of them. (the R3 GMK disc is the only one in my collection that hasn't worked. all the madman R4 discs i've tried work fine though)
also, there are plenty of sites that have region code hacks for dvd players. here's one i've used before, just search for your player:
http://www.videohelp.com/dvdhacks?dvdpl ... ll+by+Name
you can also do a google search & find tons of info.
Generally, the cheaper dvd players are easier to hack & will play more discs, at least from what i've read. I have a cyberhome model that was about $40 & after i hacked it once & set it to Region 0, it now plays every disc i've ever put in it. PAL, NTSC, DVD-r, and every region code i've ever tried & it plays them all flawlessly.