In general you can't set the region coding from the burning software unless you're using a combined authoring package such as ULEAD DVD Workshop. Region coding is contained in the DVD IFO files which normal burning software will just burn, like any other file, and ignore the content of the files.
If the DVD files are on your hard drive then you can set whatever region you want using PgcEdit prior to burning the files with the burning software of your choice. Setting the region takes only few seconds as you're not re-encoding any video.
As far as burning software goes I'd recommend ImgBurn which is both free and exceptionally good.
BTW there actually nine regions including Region 0.
Region 7 is reserved and up until now has only been used for DVD screeners, of the type sent to critics and reviewers etc.
Region 8 is for aircraft, cruise ships, and other types of international passenger transport.