Players sold in the US by the major manufacturers are only permitted to show Region A BDs, Region 1 DVDs or discs explicitly created as "All Region". Some players can show "All Region" PAL (European) discs, too, but Sony payers can't.
That's why many people go out of their way to get modified players which can play disks made for any region.
One workaround (which is what I've done) is to purchase an external DVD player for your computer and connect the computer to your hifi system. You're allowed to change the Region of a computer DVD player up to 5 times, so you could consider getting a separate player for each of the DVD regions that you need. Alternatively, there are some software packages which allow DVDs from any region to be played.
My understanding is that you cannot change the Region of a computer Blu-ray player, although I have not actually tried that myself.