I am glad to report that everything is working fine. I put new batteries in the remote, and "insisted" when learning. Once the first learn worked (as I tried to generate a hex code for johnsfine), I figured they should all worked, so I learned VERY VERY carefully and it all worked.
Johnsfine, THANK YOU VERY MUCH for not letting me give up. I now have a great system, and I can play multi-region, either PAL or NTSC DVDs on my NTSC projector. I am a 100% happy camper!!!
This was a fun experience. I mean, the remote is in Chinese, and I was lucky to find one page on the VERY rudimentary user manual (in Chinese) that was showing a map of the remote with corresponding English key names. I was also able to setup the DVD player itself to display messages such as Next Chapter in English, by messing around with the Chinese menu sort of semi-randomly.

Cheers you guys were great!