both these expressions sound like Americanisms - simpler is just to say 'please could you repeat that', 'please say that again' ... if you have to say that 3-4 times, do grin and say sorry

"When someone says something too fast for me to understand them, which word would be more proper?" I think that the phrase, 'I beg your pardon' seems very formal. I would use, 'excuse me'. Say something like: 'Excuse me. I don't understand.' or 'Excuse me. Can you repeat that?' There's another use of 'I beg your pardon' and 'excuse me.' If I am talking with someone and I do not like something that they say, I could say to them, in a loud voice, 'Excuse me?' or 'I beg your pardon'. Americans sometimes use that in conversation to say that they don't like what is being said by the other person or that what the other person has said has surprised them. laogui32's answer is also correct. I just wanted to add more to answer your question. Peace.