I had the same problem.
I have an NTSC console, but the game that came with it was PAL (I didn't know !). Every thime I selected continental, I was saiyng that I was in Europe.
So, I downloaded a NTSC version and now it says that I am at NY. But I live in Brazil....
Another problem ocurred. I thought that wii would be a little smarter than PS2, I thought that independently of the game region (PAL OR NTSC), it would load the same save game, but on this NTSC version I lost my WFC ID and the savegame I had. There was no license when I started it....
Are there a way to enter the same ID I have from the other game ?