For USA Shaun fans (such as myself):
I purchased the Shaun Box Set DVD through Amazon UK, and though pricey, the laughs are well worth it!
I also received an error when first trying to play the DVD on my home player. It played fine on my laptop. Then, I found a website with instructions on how to make DVD players "region-free" - this varies depending on make/model of DVD player (Mine is a Philips 5-disc.) After following the (relatively) simple instructions, the Shaun DVD played perfectly!! Brilliant!!
BTW, "Shaun the Sheep" is hysterically funny and yet another feather in the highly accomplished cap of Aardman. I hope those in the UK know how lucky they are to have first-view of all of Aardman's creations - this is genius in the making. I love it so much, that I'm buying another copy to send to my little nephew, who's also named Shaun.