MTP is a transfer protocol which allows you to transfer from/to MTP devices such as the creative Zen.

If you are required to use windows media player then you will lose the additional features creative software may offer. However if you can install the creative software after installing the driver then there isn't a problem.

oh I wouldn't worry about the region stuff but to confirm I suggest asking at their forums.

Drivers for PlayForSure Zen Micro...

Edit: considering the shop told you it should work with ME, you should be able to return if are unable to make it work.