Buyer beware, i guess. It's unfortunate for you, but if you want to buy online, you need to make sure there are no ambiguities or misunderstandings about the product you're buying, because once it arrives at your house, there's not much you can do.
You needed to make sure your DVD's were the North American DVD format. If it was not advertised that the DVD's you bought were UK format, then you might have a case of misrepresentation. But i doubt this info was missing.
Why didn't you just get it from Amazon.com or Amazon.ca?