There are two issues that pop into my mind:
The codecs issue can be easily remedied by following the instructions on the help link that you referenced. If you are in the States, be advised that you could be breaking laws by using those codecs, unless you purchase them through an authorized distributor.
"Regions" though is a very different problem. Click on this Wikipedia link to learn about DVD region codes.
DVDs are sold to you to play in only one or a few "regions". If your DVD reader was sold in the US and the DVDs were bought in Europe or Japan, there is a difference in regions (1 and 2), and your reader possibly is restricted from playing the DVDs.
There are workarounds, see the Wikipedia link for some suggestions.
It is a crying shame that Digital Rights Management makes it impossible or difficult for people to travel around the world without having to buy new DVDs in different countries. DRM is simply entertainment companies' greed incarnate.