Not much.
Moderately complicated method: With a minimum of soldering, you can install a switch in your system that'll toggle it between Japanese and US modes. If you're at all handy with a soldering iron, it's a snap. (I wasn't, and accidently melted off one of the jumper points -- my Saturn is now stuck in Japanese mode, using the cartridge solution that follows to play US games. But oh well.) I should have the specs on the modification somewhere if you're interested -- it's a six-wire solution, if I'm not mistaken.
Less complicated method: You can still send your Saturn to National Console Support (ncsx.com) and pay them $35 or so to install the switch for you. Shipping is extra, of course.
Less expensive method: If you don't mind having your cartridge slot taken up, you can use a converter cart like the ST-Key or the Pro Action Replay. (The former is a simple country-code-neutralizer that I have used for years; the latter adds some extra functionality, think Game Shark.) I went with the switch because I wanted a memory cart in the slot, and you can't switch carts in mid-session. It was the difference between 16 edit slots and 96 edit slots in SAT Fire Pro Wrestling S: 6 Man Scramble (the finest game ever for the system, IMHO). You can find the ST-Key online for about ten bucks.
Less complicated and expensive, but possibly not as good method: Buy Dead or Alive for the PlayStation.
