Can't imagine any problem other than warranty issues with buying something in another country. If you lived in the US, then Nikon - for example - wouldn't touch a camera bought in England. That's considered "grey market" merchandise. So you might want to check that out.

As far as the camera and software, I don't think there would be any difference. Jpegs are jpegs - not like VHS tapes which can have different formats. I know that http://www.bhphotovideo.com/ sells internationally. If you do buy from them then go to the link in the "Shop" page on this site - they help support this site that way.