Besides the fact that they're all indefinite articles, there is no other connection between the Romanian "un/o" and the English "an/a". They simply refer to different things. In Romanian, "un" and "o" are the indefinite articles for masculine and feminine nouns, respectively. In English, nouns don't have gender, and the use of "an" vs "a" as the indefinite article for a noun depends on whether the pronunciation of that noun starts with a vowel sound or not. (PS: Do not confuse vowels with vowel sounds!)
I noticed that gender is language-based, depending on where the word was initially adopted from (ethimology). For example, in Spanish you have 'un planeta' which is masculine, but in Romanian you have 'o planetă', which is feminine. Just like prepositions, it is difficult to explain why they are different in other languages.