It's called regional lockout, just like for DVD discs, you can't play one regional disc in a different region. Same goes for videogames. You can't play Japanese games (JP) on North American (NTSC) systems, and vise versa including European territories (PAL).
Of course, there are ways of defeating regional lockouts. The best was is to buy a mod chip. Once your system is "chipped," you are free from the lockouts, any system can play any game from any region.