Do an online search for how to unlock your brand & model number of DVD player. Many can be turned region free by entering some numbers on the keypad of the remote. Before I bought mine I made sure I had an unlock code. It's easy and it can't hurt. The alternate option is to buy a new DVD player that will play any region DVDs. All DVD players will play any region DVDs. They just come factory set to the region they were sold in so the companies that make and sell DVDs can control access. (And also so they can control how much they charge for liscensing fees for companies which want to release their movies).
Back on track... you can also look up Morricone on imdb.com or allmovie.com and find list of his films, and often what titles are on DVD.
My two cents, Morricone scored an estimated 500 films. He did not select the films, the fillm makers selected him. There are a lot of films he wrote music for which are complete and utter crap. Not his fault. I find it remarkable how much work he put into writing brilliant scores for some really lame, soon to be forgotten B movies.
I'd focus on the soundtrack CDs themselves. He has a huge catalog. The problem is soundtracks tend to go in and out of print very quickly.
This is a very fast, reliable shop that sells high quality film scores by the companies FILM SCORE MONTHLY and DIGITMOVIES. Also their prices seem to be lower than many of their online competitors: http://www.screenarchives.com/