You may only need a boot disc(Action Replay Demo or Utopia) that you can burn for free. I think it may have something to do with when your specific console was made whether or not it works.
Another method you can do that doesn't involve hardware modding is just copying the game to CD and loading that up. Dreamcast doesn't pay attention to region when it loads a game from a CD-R.....or so I've heard. Just go with the boot disk, though. Its a lot less effort since you can't copy the discs in a PC you'll need other hardware or to just torrent the game.
check this:
http://www.dreamcast-scene.com/guides/h ... er-region/