is it possible to convert DVD player.....?

Not unless you've got a few certain Apex models that take an unlocking code. You'd have to buy a new region-free one online. My suggestion is you just download VLC or Mplayer for your PC. Both of them defiantly ignore all region coding and encryption, a part of their outlaw status that stems from their Linux-centric user base and history. You can easily get them in a Google search. They're both malware free, open source, and bundle their own codecs for DVD playback.

Yes. Some players (generally the no-name chinese brands, rather than biggies like Sony and Panasonic) are either all regions by default, or can be made to play all regions by entering a simple code on the remote.

In addition, some stores also sell branded players that have been converted to play all regions. In the UK, one such chain is Richer Sounds, you'd have to check to see if there's a similar store where you live.

Another option is that you could use your computer to play your DVDs, and make the DVD drive play all regions either by installing software such as DVD Idle, or by changing the drive's firmware.

If you have a writable DVD drive in your computer, you could also use software such as DVDFAB to make copies of the DVDs. The resulting copies would have no region code and would therefore work on any region of player.