I refuse to accept this. I have purchased the CDs/DVDs my games come on. I own those CDs/DVDs. I therefore own what is on said CDs/DVDs. Therefore, I own those copies of those games. I'll play my games how I want to, and nothing will stand in my way -- not DRM, not EULAs, not the law itself.
Correct, in principle a program is sold just like a DVD or a book. Copyright law ensures the protection of intellectual property, it is an urban myth that licenses are needed for this.
An EULA is a legal trick invented by clever lawyers. If I sell you a television, you are allowed to do with it what you want. However, if I allow you to use my television, I can enforce a lot of restrictions to it. We could could for example agree that only you can watch it, you won't change the order of TV channels, etcera.
Some greedy software houses wanted more than copyright allows them. They wanted the user to require permission to use software. The trick is simple: Keep ownership of the physical copy. If I allow you to read my book, I can enforce restrictions. So software houses invented "licensed not sold". A software house makes copies of a program, and then licenses those copies.
Software is nothing special here. You can license a book, however, books are often sold, software is often licensed. At least, that is what software houses pretend to, because this construction is extremely atrificial and fragile. If you actually sell a copy of a program, you can no longer enforce your EULA. And actually it is very easy to buy a copy of a program: Just agree with someone to sell it to you: You have a sales agreement.
Wether you have bought a program or licensed it, depends on what both parties agreed in this sales agreement. An invoice is a good proof of such an agreement. If it says "program X", you have bought a program X. If it says "perpetual license to program X", you have not bought a program X.
Most of the above is valid world wide. However, European courts have been a lot more fanatic at rejecting EULA constructions than US courts. The reason is that the law systems of most European countries are based on Roman law, where an agreement has the same status as a signed contract, and is therefore protected by contract law. An European court can simply look at what the invoice states, if no EULA was agreed at the moment of sale, they declare the EULA invalid.
But anyway, EULA's are by definition a weak, fragile legal construction, world wide. They should however, not be confused copyright licenses rather than end-user licenses. Copyright licenses have a strong legal basis, because they give you permission for what you are not allowed to do otherwise. The GNU GPL is such a copyrigth license, read what its author, Eben Moglen has to say about EULA versus copyright license: http://www.gnu.org/philosophy/enforcing-gpl.html