Like others have said, 'an' is only said before vowels sounds. This is because it'd be hard to differentiate 'a' and the following vowel sound without the 'n'. NJoy's examples, 'a European' and 'a US senator', are not exceptions. Both 'European' and 'US' begin with consonant sounds (despite their spelling). 'Story' and 'string' do not start with vowel sounds. You'll find that 'a string' and 'an apple' roll of your tongue far more easily than 'an string' and 'a apple' respectively. If you're interested, the indefinite article always includes the 'n' in Dutch and German, which are related to English. It seems that 'an' lost the 'n' in English (I'm guessing because it's quicker to say without the 'n'), except in cases where the 'a' would be hard to hear (ie. when the next sound is a vowel).

Before a consonant, a is correct. An is used before vowels. There are exceptions to this depending on the sound. For example, a European instead of an European. Also, a US senator instead of an US senator. Tricky!

Always use "a" before words that begin with a consonant sound.

'A' is correct.