The save data must match your game’s region. A European save will not work on a US ROM, and vice versa.
It sounds like you're looking for a related to save data for Dragon Ball Z: Shin Budokai 2 (PSP). Since the request is a bit open-ended, here are the most common save-data features players want for this game—along with how they work: Dragon Ball Z Shin Budokai 2 Save Data