Commercial dvds have what is known as region codes. Look here: http://en.wikipedia.org/wiki/Dvd_region
You can rip the movie to the hard drive of a computer and remove the region code. Then burn to a new dvd. This requires a dvd burner, and specialized software to decrypt and rip the movie. You can do this with the free trial of DVDFab. (the decryption/ripping section of DVDFab will continue to work even after the trial is over). But this also assumes you are using the same type of format in the dvd....in the US we use NTSC format, while most of the rest of the world uses PAL.
As an alternative, you might find a region free hack for your player. Look up the exact model over at videohelp.com http://www.videohelp.com/dvdhacks