OFFICIAL European DVDs
The first 2 episodes have been released in Italy by Medusa (in English and Italian), and the third one will be available in October. 2 DVDs for each episode.
http://www.dvd.it/page/dett/arti/973653/nv/DVD.FAN/fantaghiro%27_vol._1.html
or
http://xploitedcinema.com/catalog/fantaghiro-lamberto-bava-dvds-p-12720.html
A French COMPLETE boxed series ("La caverne de la rose d'or") will be released by Freedolphin early 2008 - no idea in what language though, but they promise unreleased bonus material. Should be 40€ a box (according to a rumour on French forums)
http://www.freedolphin.fr/index_fr.htm
So NO further need for bootleg releases, I’d say (a region-free DVD player will do)!