Advise installing Europe version of XP Pro?

Jingle

I purchased from online software retailer and was shipped a "For sale in
Europe only" version of Windows XP Pro SP2, 2002 version. Should I install it
on my clean PC hard drive, or return it to the place I purchased it?

My guess is that it probably will work fine, but if I register it as a US
resident, Microsoft may not provide updates or might disable the software
when it checks for updates.

Any advice?