PS2 saves are region-locked. A North American (NTSC-U) save file will not work with a European (PAL) version of the game.
Launch WWE SmackDown! Here Comes the Pain and the game should automatically detect the save data. Troubleshooting "Saved 89 Work" and Compatibility PS2 saves are region-locked
Completed storylines that unlock hidden arenas like Times Square or Rebellion . How to Install Your WWE HCTP Save on PCSX2 PS2 saves are region-locked