Irv is right, all you need is an ICAO PPL to begin your advanced training. It really depends where you want to work. If you have the right to live and work in the US, then doing everything under the FAR's might be a possibility, but if you're planning on staying over here, then it would be better doing all your training from here on in under JAA rules (even if you end up doing a lot of your training in the USA or elsewhere at a JAA approved school).
Don't worry about the lack of continuity from PPL to advanced training - no one is ever going to care about where you did your PPL or what kind you have. Slightly more important is the continuity and possibly school where you do your CPL, IR and MCC courses.
PW