Pretty May can be purchased anywhere in the world (I'm in Greece).
I don't quite follow your second question. As I understood it, you wanted people to dial in to you and leave a digital message on your computer. This just requires that your computer is connected to the net.
People dialling in don't need Skype. What you do is get a Skype in number. This allows people to dial an ordinary phone number which is then routed automatically to Skype.
This is the System that I use for my UK clients. I have a (Brighton area code) Skype in number. If a UK client needs to contact me in Greece, they simply dial the Brighton number (so it's not an international call for them) and it calls my Skype on my computer. If I'm unavailable, Pretty May allows them to leave a message. If I am available, and answer the phone, Pretty May records the entire conversation (this is user configurable).