Check the back of the DVD player. What is the region code on the unit? You will only be able to play dvds with that region code (or a universal code - globe icon).
The manual for the unit is here: http://pdf.crse.com/manuals/4139513111.pdf
If it isn't playing discs from the region that it should, I'm not show how to fix the problem. If it is under warranty, contact Sony (unless you know someone tried to remove the region code and failed).