Yeah, I tried that. The UMD won't even mount in Windows! I'm starting to get the feeling that the UMD Movie region setting is not a soft setting. I think it's built into the board and permanent.
If I had a hacked JP PSP (or possibly euro?) to borrow I could ISO it and copy the ISO to my PSP.
I think if I had the ISO on the Memory Stick it would work, but I have no way to make the ISO at my disposal and I can't find it to download anywhere.