If you downloaded it in the background, you have to go to the XMB and under the Games heading, you'll see what looks like a little capsule. That's the add-on. Highlight it, and press X, and let it install. That's all.
the game region is (europe)
my account region is (usa)
That's your problem. The game and the region have to match. Otherwise it's the age old "Square Peg, Round Hole" syndrome. You'd have to either buy the addon from the EU Playstation Store, or get a US copy of the game.
Even if I didn't say it, that would still be the problem. I'm afraid as where this matter is concerned, there's not a whole lot you can do. All sales from the PSN Store are final. Even if you got a refund, any download you purchase for that game would have to come from the EU Store. That would mean you'd have create an EU account, and then make purchases in Euros. The current exchange rate is about 1€ for $1.30 US. That means it's going to cost about $3 more to make any purchases on the EU store, and you're bank would have to charged you something like a 2%-3% conversion charge.
I have a question; why on earth did you buy an EU version of the game? It's not like Shift 2 is rare in the US. And given the beating you'd take on the exchange, it's just more practical to get the US version.