if you have a ntsc ps2 then you need to change the machine id to play the pal version online, if you patch the game then you also need to patch it with the disc id to pass the dnas check
the game always uses the default database for online games so it's impossible to cheat, once a database editor is released it should be possible to play with edited teams/stats but i'm not sure what would happen if people are using different databases
edit: since i posted this dkz studio 0.90 has been released with a pes5 database editor, just having a play with it now