U.S. has a different airbox design than the Euro one. The Euro Airbox's spring-loaded nub that is inside the airbox is shorter, I believe, so in order to mount a U.S. air filter inside a Euro airbox, you need an adapter, like the one Macht Schnell provides. From what I understand, U.S. now uses the Euro Air Box in their most recent model year M3's.
You can get an adapter, or just get a filter that's sized appropriately. Less parts, less things to go wrong.