Yes there is, but going from the US to Europe doesn't contravene any regulations as WiFi in the US is is limited to a subset of the European WiFI channels (1-11 in US, 1-13 in Europe). Worst case you may have trouble connecting to any devices that are using channels 12 and 13 while in Europe.

Now, if you were a European going the other way to the US, that could be interesting...

As to how your N800 decides to use channels 1-11 or 1-13 - it's probably based on language/region settings but I'm not really sure as I've never seen any confirmation of how it's done. All N800 hardware and firmware is the same the world over, so it has to be determined from a user configurable setting... language and/or region seem to be the only obvious choice.