I haven't used the RF lead in ages so I can't say if that's the issue but my PAL DC plays Japanese imports fine with the DC Scart Cable or VGA box.
You have got a boot disc, right? Without that you certainly won't play be able to play any imports (unless it's chipped).
For boot disc info, this thread might help:
http://www.dcemu.co.uk/vbulletin/sho...highlight=CD-X
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