You can get it in all the supermarkets. Baking paper/greaseproof paper.
i'm not sure what you want it for, but I wouldn't use greased foil personally. If it's to line a tin or tray you can just grease the tin/tray without lining.
It's not really known as parchment paper here its known as greaseproof paper. Was he looking for the right thing?
You can oil a tray lightly in replace of it and sometimes foil if its shiny side down!