OK, since you invited me over!
I haven't tried to do it, but I would imagine that it is extremely difficult to get your work accepted by the UK if you are in the US. The first question would be 'why aren't you published in your own country?' and the inference would be 'if you're not good enough to make it over there then we don't want to know'.
I have an agent now (on the strength of the YA novel that was recently sold). She had trouble selling it here in the UK and after about 15 rejections she told me she was going to send it to some US publishers. She warned me that this was a very unorthodox move and that she was only suggesting it because she used to work in NYC and had some publishing contacts there. She also thought that the US market might be more receptive to the subject matter of the novel (self-harm). We had several rejections, and then struck it lucky with an excellent publisher in the UK. My agent was delighted because she said it now carried much more weight over in the US and she was hopeful of a deal there (for that reason, we did not sell the UK publisher the rights to the US or Canada, although they did get Australia and English-speaking Europe).
To date, we still don't have a deal with a US publisher, and that's even with a strong deal here.
I would think that you would need to sign with an agent in your own country and then ask them if they can submit it to the UK/Canada/Australia. But I really wouldn't hold out much hope. It seems to me (in my very limited experience) that the 'norm' is that books are only sold to other countries after they have been published in the home country. It would be very very unusual to do it the other way round.
However, the resource over here for listings of agents and publishers is the Writers' & Artists' Yearbook, published every year by A&C Black. You'd probably be able to get hold of it through Amazon in the US - be aware that last year they split the Yearbook and there is now one for Adults and one for Children's publishing - you can see the kids' one here:
http://www.amazon.co.uk/gp/product/0713677112/?tag=absolutewrite-21
By the way, my agent refused to sell the rights to Canada to my publisher because she said it would impact negatively on any deal with the US.
Hope that's been helpful in some way. My advice is to 'make it' in your own country before trying to sell to other countries!