I think PS3 titles are region free. So that should not be a problem. Also grey market PS3 doesnt mean its modded. So far modding does not even exist for PS3.
And yes again, there are no mods available for PS3 right now. Even if they were available I wouldn't mod if I had a PS3 because Sony would find a way to ban modded consoles from PSN, and it's not worth giving up online play and downloadable content for games.