If you use a Euro (PAL) rom on a US (NTSC) machine, the game will run fast.
If you use a US (NTSC) rom on a Euro (PAL) machine, it will run slow.
So, if you are in the US running RetroPie on a US TV, you should not use a European rom. You can switch the Pi into PAL mode (if you have a TV that can tolerate it) and it will run at normal speed, but I wouldn't recommend it if you can just get the US version instead.