They were probably DVDs, not CDs. DVDs are region coded (thanks Crow for the link) for the purposes of enforcing international copyright laws, and for marketing/economic reasons (ie: controlling release dates and/or price across multiple foreign markets.) Basically a precursor to modern DRM technology.
CDs are not region coded. I've purchased a few CDs from overseas and never had an issue playing them in local CD players.
Most DVD players are region-locked to the appropriate code for the country in which they are sold, and will only play DVDs with the matching code. It is possible to get "region free" DVD players that will play anything, if you know what to look for, but they're less common. Also, unless you have specific plans to import DVDs from a country that uses a different region code, there's not much point in worrying about it, as any DVDs you buy in your own country will almost certainly be the same code as your DVD player.
Region Code 5 covers South Asia, Afghanistan, Russia, Belarus, Ukraine, parts of Africa, Central Asia, Mongolia, and North Korea. Belgium (and most of the rest of Europe) is Region 2. Therefore, the DVDs probably won't play in the girl's DVD player.