If you bought your xbox locally, then your xbox will be ntsc-j. It will therefore play ntsc-j games. If the game box just states ntsc, then your xbox might be able to play it. Whether or not your xbox can play the ntsc game will depend on whether the publisher decided to restrict the region.

So therefore NTSC-J is correct. However, you bought the Japanese edition which is not only more expensive but also only in the Japanese language. In the link that you posted, if you scroll down, you will see a compatibility header which tells you whether the game is compatible with your console. Buying Japanese games can be tricky, some of them already have english voices and text but some will be entirely in Japanese.

The correct link is this http://www.play-asia.com/Grand_Theft_Auto_...en-70-40yb.html you will note that in the game information it states that the language is English.

You can buy games from the US and Europe, and they may work on your console, but just check the compatibility information on play-asia before signing over your credit card details.