@FootballFan : Unlike on 360, games are never region locked on PS3, you can play any game on any console, or buy them cheaper elsewhere.
There are certain restrictions to be aware though. When I buy games from the US here in Europe, then if I buy DLC, I must buy it on the American Store (I created 3 accounts), it won't work if I buy it in the EU store. I had to buy several DLC twice because I forgot which country I bought the game in.
Another restriction I think is I saw some small PSN games (high velocity bowling) don't seem to work ONLINE on another zone. For example, I subscribed to Core (US) from the EA, and I won bowling for free, well I couldn't play online with it under my EU account... It's only this game actually, so I don't know.
Mostly, the main restriction is : you must buy the DLC from the store of the zone which your game comes from.