Possibly the kick in the butt i needed to figure out the same. We are now in it together.
There are two plugs, a 6 and a 4 on my car. I'm guessing that the 6 is a direct plug-and-play match. However, when I try to plug in the 4, I notice that 3 pins are used for the US version and the 4th is just for Euro. So if you try to plug in that 4-in connector, you will notice there's no friction and nothing connects.
As for the light, when I test with just the 6 pin connected:
1) The US Amber side marker (just learned not the turn signal blinker) seems to turn into the small-bulb light in the Euro.
2) The low beams work fine
3) The high beam works fine
4) The external turn signal (teardrop / banana on my car, electrical box on most) does NOT work
5) The Euro Side marker does NOT work (normally a turn signal? as there are no "electrical boxes" on ROTW cars.
6) There seems to be power coming out of that single pin for the 4-pin connector on the Euro headlight
(Please let me know if I am wrong about any of the above points.)
I assume that the reason for the 4-pin converter (couldn't find on ebay with quick search) would be to take the power from the single pin for the Euro - 4pin connection, and make it work with the US 4 Pin Connection. I don't know.
Any experts out there?