Romero -- thought to be a weak link in this Argentine team and not even a starter for his Monaco club most of last season -- blocked shots from Ron Vlaar and Wesley Sneijder as Argentina beat the Netherlands 4-2 after a goalless 120 minutes.
"Penalty kicks are a question of luck, truth be told," said Romero, who was named man of the match. "You can dive and not make it, like their goalkeeper did. But I had faith in myself and thank God everything came out OK.
"This is to be enjoyed. I am happy for everything. This is for all the fans who came and heated up the stadiums. I dedicate it to my parents who are in the south of Argentina and who could not be here."
Romero now has three straight clean sheets in the World Cup and has only conceded three goals in the tournament.
"Our hopes have been intact since the first day," Romero said. "This team has not given away anything and has given its all on the pitch."
The 27-year-old Romero, who started in all of Argentina's World Cup games in Brazil, credited Dutch coach Louis Van Gaal for easing his transition into European football during the pair's time together at AZ Alkmaar in 2007.
"I went to the dressing room to congratulate him," Romero said of Van Gaal. "He helped me a lot when I arrived in Netherlands in a completely different country. He spoke Spanish and helped me a lot.
"So just as I'm grateful to Alejandro [Sabella], I'm also grateful to Van Gaal and everything he did for me. He is a person that teaches a lot to the players -- how to grow. He helped me grow. I arrived when I was 20 years old and I will be forever grateful to that coach.
Van Gaal said the Argentina goalkeeper came to Europe with his skills already in place.
"I didn't teach Romero to stop penalties," Van Gaal said. "We were the club that brought him to Europe because he was a big talent. He is the one who has the merits for that."
Romero thanks Sabella and van Gaal
Argentina's semifinal hero Sergio Romero thanks his manager Alejandro Sabella, and the opposition manager Louis van Gaal who helped him settle in Holland as a youngster.
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Romero denies Netherlands in penalties
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Argentina advance on dramatic penalties
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