It's not really an issue about PAL/NTSC anyway. Most TVs can decode both signal types, and besides, the European game console outputs North American games in PAL60 anyway, as far as I know. The Scart cable you saw was probably for older TVs who couldn't handle both colour formats, cause that's all it's about, two different ways of sending colour information.
There's no problem what so ever for the consoles to convert from one format to another either, it is all about preventing people from importing games, cause imports means they can't overcharge a game in regions with higher price levels)

The issue is regional encoding on the game discs, and this is circumvented by installing a modification chip (or as Baloki suggested, Swap Magic disc, but I much prefer a modchip). This isn't something a beginner should do, as it requires soldering on the actual console motherboard. Therefore, you're best off paying a professional to do it for you.