It's sold in the US, though I don't know about in the U.K. or elsewhere.  I've used it for wrist pain due to tenosynovitis, but I didn't use it very long -- it's TOO hot, and made my skin redden on contact (the shade of a fresh sunburn) as well as anytime that area would get wet (such as through perspiration, or showering).  The capsaicin oils get absorbed into the skin and into clothing, and remain "hot" until the oils wash out or disspate.  It does do a fantastic job of warming up a joint or muscle, but unlike a heating pad or hot compress, you can't "turn off the heat" when you're tired of it. 

If I'm not mistaken, capsaicin is the same thing used in "pepper spray".