Read this to learn how to change currency in MtGox

For buying BTC with euro, please follow the below steps:

- Log into Mt.Gox.

- Click on your user name in the top-right of the screen

- Select "Settings" on the account settings page.

- Under "Main Currency" select the currency you would like to add.

- Change the wallet behavior when you deposit funds using the "When receiving funds in a currency other than my main currency" setting.
"convert to my main currency" -> If you have USD set as your main wallet and deposit EUR, we will convert it to USD automatically
(for a fee of 2.5%).
"add to a wallet in that currency (if I have one)" -> In a situation where you have USD/EUR wallets, but have EUR set as your main wallet and you deposit USD, we will simply add the USD to your USD wallet. If you have this option
selected and send in a currency you don't have a wallet for, the funds will be converted to your main currency (for a fee of 2.5%). "create a new wallet in that currency" -> If you deposit in a currency that is not your main currency, a new wallet for that currency will be created.

- Return to the Trade page by clicking "Trade" on the left.

A "Wallets" drop-down box will now be visible under your user name in the top-right. The newly added currency may now be selected from here.

While trading you can change the currency and trade on that.

So now buy bitcoins. create a EUR wallet to receive the funds in EUR into your EUR wallet then you will be able to withdraw through SEPA from the EUR wallet by choosing the bank account that you already have in your drop-down list.
Thanks for contacting us. Let me know if you have any queries.

Thanks,

MtGox.com Team