Playing import games on a Dreamcast is very straightforward-
Just get hold of a DC-X disc, available from places like Ebay and Videogameimports.com and pop that disc in first. When the screen prompts you to change disc, simply remove the DC-X disc and put your import game in. This method works for most import Dreamcast games - among the exceptions I've encountered are San Francisco Rush 2049 and Virtua Tennis which are obtainable cheaply on PAL anyway.