That "special" menu is simply the player's service menu. There is no way to change the player's region settings under this menu, sorry.
Sony players are very difficult to modify. Because Sony owns a major film studio (Columbia/Tri-Star), they have a vested interest in keeping region coding intact. They've designed their players well in this regard.
To modify a Sony DVD player to be region-free, a new set of computer chips must be installed. These are expensive and require someone who knows what they're doing.
Even after the player has been modified to be region free, you would still be limited to playing NTSC DVDs (America, Canada and Japan) unless you either have a multi-standard TV (unlikely unless you live in Europe) or have a PAL to NTSC converter (which cost $600+ for good ones).
Take a look at the Malata N996 player at www.avdeals.com