You cannot use a US save file on an EU ROM of the game. If you download a save file intended for the US version and place it on a PSP running the European disc, the game will not recognize the save, or worse, it may show up as "Corrupted Data." Always check your game case or ISO properties to confirm your region before downloading save data.
: Many community saves from sites like GameFAQs or CAWs.ws feature modern-day superstars (like Roman Reigns or Brock Lesnar) created using the in-game editor. How to Install Save Data on PSP or PPSSPP