I think you're safe. I've played gta 4 that was region free (although i have a pal 360). But just make sure it's from a reliable source i guess and is not a bad dump? Think that will get ya banned, or if you play a game in your region before it's been released there.
Ah yeah, he kept repeating that "after the way the PS Forums treated me" every once in a while. But again, typical bipolar person behavior. Everyone is to blame but themselves. So it is expected in my opinion.