PS games from other countries

I looked into this a little when I lived in Japan and was thinking about buying a Playstation over there, but decided it would be too much trouble to play NCAA football and other U.S. games. But now I have a U.S. Playstation 2 and I would like to buy a game that is only available in their European region (and for that matter, if I have to buy/hook up/figure out how to use some sort of converter I would probably look into some Japanese games).

So my question is, how hard is it to play games from other regions? How much risk do I run of screwing the PS up? Would this cost me a lot of money?

Anyone know?

No, I have not done this. But my kids have ordered a few from Japan and they seem to work fine as is. Not sure how much fun it is when you can't understand what they are saying, but they seem to like it.