You can change them on a PST2 as well. If you change the country, the DME will throw a fit and a bunch of faults will come up when you restart the car--
AFAIK this is due to different alarm parts being present on different countries' vehicles. The 1-4 coding is for different modes for automatic locking:
1: auto lock upon ignition on
2: auto lock >5 kph
3: auto lock upon ignition on, and if doors are opened or unlocked, auto re-lock > 5kph
4: no auto lock