There are two types of adapters. One is simple and just allows the different connectors to be connected, passing along whatever is coming out of the wall socket. The other has that connector capability plus a transformer. Also, Europe is not only not 110v, it also runs at 50Hz or something like that (USA is 60Hz), both facts can cause problems. In some hotels in Europe, there are special plugs with 110v and/or an American connector in the bathrooms (often "for electric razors"), but you can't count on it. Also, most consumer electronics these days can actually handle anything between 110-220v and 50-60Hz. This is usually confirmed by reading the specs on your cord/wallwart thingy. If that is the case, theoretically you can just use a simple straight-through adapter, if not you need the transformer or you'll probably "fry it."
I'm sure someone else around here knows more, but there's some info to chew on for a while, heh...