Hey nobody answered the lady!!!
Ok Julie let me explain, there is a European governing body in aviation called the Joint Aviation Authorities, there are full recognized members and non fully recognized members, for a list go to their website, a quick google search for Joint Aviation Authority should do the trick.
If you get a JAR CPL, ATPL, PPL or whatever you don't need to convert it to any of the other ones, however if you intend to fly commercially in the UK having obtained your JAR licence somewhere else they might ask you to trade your licence for the UK one, that is just paperwork, no more studying or flying.
So, as long as you have a JAR licence you're set, as for medicals, it depends on each Country, for example, a Swiss class 1 medical works if you want to get a UK issued CPL, but with a little extra paperwork, mainly a form you need to send to the swiss authorities where they confirm the medical is valid and real.
Every country has it's own aviation administration, in Switzerland its the FOCA, in the UK it's the CAA, etc... each have their policy but as long as they're JAR they must by law work with each other and that means offering a way to easily exchange and convert JAR licences.
-Polorutz