Hiya Tigger007
As you have most certainly heard, there are different regions in witch CD's,Games,DVD's etc are recorded in. These are known as Region 1 (US) and Region 2 (Europe) and I beleive japan have another region.
CD's - CD's will work fine as they are "Region Free" meaning that they are playable on any system
DVD's - DVD's brought from USA are "Region 1" so they will not work on a standard european DVD player. Although alot of DVD players are now "Multi-Region" allowing any region to be played on them, and there no more expsensive than the standard ones. If you do not have one or do not want to buy one you can now buy special CD's that you can place in your DVD player before a "Region 1" DVD is played and will actually allow you to play it. Although, I dont have much information on this. Your best bet is to use a "Multi-Region" DVD player (Inless your using one)