There are hundreds of thread about Fox policies regarding Futurama DVD releases in USA. The only advice one american could follow is buying the discs from UK (or from any other European Country, as the original english audio is always present in every release) at a reasonable price. You'll need a DVD region free player, but many players (internal or standalone) could be easily hacked to unlock the regional protection. It isn't illegal doing that. Check www.vcdhelp.com
(DVD players & hacks sections) for region free players. The majority of DVD players can deal both with NTSC (american) and PAL (most european) DVDs.