Others will take a 'bet' from you against that lottery. That ticket will then be scanned and put into your account online so you can see that it has been bought. Some use a concierge service where a person in the USA will go out and physically buy your ticket for you.
There are a number of providers on the Internet who allow you to play MegaMillions from the UK. Play Online Now Can I play MegaMillions in the UK
