If you aren't sure on whether or not a particular power supply will work for you, check the specs or the manufacturers web site. Most power supplies have a toggle you change with a screw driver to chose 115v or 240v. If your outlets are different, you'd need a compatible plug as well.

The voltages output by the power supply are based on the specs for computer components. This won't be different in different parts of the world, the important thing is that the power supply can accept the local power. i.e. if you switch your power supply to your 240V input and use the proper power cord from the powersupply to your power outlet, the output of the the powersupply to your components will be proper and the same it would be if run in 115V mode in the US.

Sorry about Newegg and shipping over seas. :( Hopefully you can find a way around it. I have no idea about similar stores in the UE.