I can confirm B J Roberts comment. I purchased this box set from Amazon.com given there was no advice or warnings that it was "Region A" locked. How can I tell you how sad it was for me to discover it is REGION A locked! So beware, unless there is anything special about this US import that allows it to play Region B, don't buy it unless your BDP is multi-region.
I actually bought this from Amazon.com site and sadly itdoes NOT work on UK players. It comes up with a message telling you to insert it into a Region A dedicated machine. Its now on its way to the US. Hopefully this will arrive soon in the UK market as the set is gorgeous.
If you absolutely want it on Blu Ray, buy it on the German Amazon site. There you can find all three seasons separately on Blu Ray. Quite expensive, though. They all have the English language included as well.