I'm looking to buy some Penn and Teller DVD's from Amazon, but I've noticed they're all region 1 only.
Some people would go online for pirated copies, but I don't do that. I want to pay my money for legitimate DVD's and watch them. As far as I can remember Windows allows you to change your DVD region a couple of times before locking the drive to that region.
My question is, is it Windows OS that gets locked to a region (ie any DVD ROM drive connected to that PC will only read region 2) or is it the device that gets locked?
Could I in theory have my internal DVD ROM locked to region 2 and buy an external DVD ROM to use for region 1 discs? Or would plugging in a new external drive on a system already locked to region 2 for it's existing drive force me to use region 2 on the new drive?

I thought it was the drive and hence you could buy two dvd drives and have one at Region 1 and one at Region 2. That was my plan but I ended up making my DVD drive multi-region.

Did you do that with firmware or software?

Firmware
This is the website I used to get it: http://www.doom9.org/index.html?/rpc1.htm

EDIT: looks like it's a bit out of date now. Find your model number and search for multiregion flash/firmware/

It is definitely the firmware in the DVD drive that does the region locking. Windows doesn't care and doesn't increment counts or anything. The same happens with Linux. The drive itself counts how often it changes region and after a set number of times, it locks itself to the current region. Updating the firmware to regionless is the easiest answer.