Comment by PhilMH:
The set number (i.e. the real catalogue number) of that 2002 set would be 314 586 714-2; Universal followed PolyGram's previous practice of allocating numbers to each disc or tape in a multi-disc or multi-tape set. It would be USA or Canada, as only North American PolyGram and Universal followed that numbering convention; in the UK, Europe and rest of the world apart from Japan, the set number was 586 714-2, i.e. without the 314 at the beginning. Have a look at the undersides of the discs and the inner rings, there might be a manufacturer's name present which could help pin the country down.