I know this isn't a direct answer to your question, but you're not necessarily screwed. I'm from Canada and make a fair amount of European DVD purchases over the Internet. If your player won't play PAL, I'd suggest looking for a replacement DVD player if you can. It doesn't have to be an expensive one at all; as long as it's not ancient then it should play them if they're burned as Region 0 or 1. I've only ever had a problem on my set top box bought around 2001/2002; anything later has done okay with them.
Or maybe the player's age has nothing to do with it and I've just been lucky, but I'm just saying that as a Canadian I was in the same boat as you but have been pleased with the results of newer players.