The case that the DVD is in will state on the back what region it is, you should see a number, usually in an eliptical image of the world. It will be printed in the bottom third of the back cover.
We in Britain are on Region 2. If you bought a disc from a collector's fair or specialist shop, it could be Region 1 ( American ). Region 0 should play on all machines.
If you have an old TV it may not cope with the American signal ( which is NTSC - we are on the PAL system ), or may play the picture in black and white as an old TV may not cope with the colour signal from NTSC.
Some Region 0 discs are NTSC.
Region 4 is Austalian, they, like us, are also on the PAL system, so any Region 4 disc should play fine on your machine.
I seem to think that it is still technically illigal for shops to sell multi-region machines. Though, as you guessed, most machines can play different regions.
You may need to change the region manually.
This usually involves pressing the "set up" button on your DVD remote control, and pressing a number of buttons on the machine, the sequence of which will vary from machine to machine, to find a hidden menu.
I found the code to my machine by searching the internet, a Google search for "DVD player hack" and various web sites will list different machine's codes. You just have to find the one for your machine.
Hope this helps, and not confuse you further. Good luck.