Did you pay for it through Paypal? If so you may be able to contact the seller from there.
Most sellers will want the item returned before they will refund, which is pretty reasonable.
In this case, if the DVD will not play in North America, the seller is very likely to be overseas. Have you looked into the cost of returning he DVD with Confirmation of Delivery to his country?
It may be cheaper to either write the purchase off as a learning experience or to list it for sale on eBay yourself.
If you do the latter, do NOT expect to get what you paid for it. Especially if you opened a brand new item. All you are trying to do with selling it on is to reduce your loss.