The complete Shakespeare set is now available at Amazon UK for a fairly low price of about $250 - depending upon exchange rates. Note the price they quote is NOT the price you pay, since it includes VAT. Shipping is only a few pounds, and takes less than a week. The amazing set includes ALL 37 plays in a compact box.
The only SLIGHT problem is that it's REGION 2 encoded.
To get around that problem, go to your favorite auction web site, and search for multi-region code free.
There, you should find sales of instructions on how to convert MOST DVD players to region-free players -fairly simply, as part of setup.
If for some reason, your player is not included in the list then consider picking up an inexpensive one -I managed to get one for $30, including shipping.