You must have a RPC1 (region protection code) DVD-ROM.
RCP1 - All regions
RCP2 - Region coded
Seeing that all new DVD-ROMS must have a RPC2 by law now the likely hood of you having a RPC1 DVD-ROM is unlikely. The region coding information is all controlled by the firmware and ther are web sites dedicated to supplying firmware hacks to make your RPC2 encoded DVD-ROM a RPC1 encoded DVD-ROM.
Once you have flashed the firmware on your DVD-ROM to make it RPC1 compliant you then use a region free program that tricks windows into think that the region has been set. The best program I have found for this is DVD Genie and it is free.
In WinXP to use a DVD the OS itself must be set to a region but by using DVD Genie you can get around this. Even if you stuff it up the is a reg entry that you can delete which will rest the WinXP region.
Go to this web page for more info and DVD Geniehttp://www.inmatrix.com
and this site for firmware hacks http://www.firmware.fr.st/
This should get you started anyway