Wrong Region [DVD]

Can anybody help me with this one?
All of my DVD's play on my PC DVD player except Matrix Reloaded, when I try to play this I get an error message telling me my CD player is set to the wrong region ( it is set to region 2) but it also tells me if I change the region I will not be able to change it back again.Why is this, and if I change the region will it prevent me from viewing the DVD's that are now playing fine?
This PC is running WindowsXP.
If I play the same Matrix Reloaded on a PC running Win98SE, it plays fine.

 

OK Pete, thanks for that, so what can I do about this, these are all DVD's I have purchased locally?

 

If you were in New Zealand, region coding is illegal. But Australia may support it. Typically Windows, the DVD playback software, and the DVD ROM firmware are encoded to only allow 5 changes to the Region. It will lock on the 5th.

Your only recourse is to get a Region 2 DVD disk or hook an external all region DVD player to your computer.