Create a user that will allow you to record the message and give this user a Voicemail Code, e.g.
Use a short code to access the user's voicemail to enable you to record the message, e.g.
Record a new greeting message for the above user, e.g. "International calls are not permitted" and save as a Continuous Loop.
Create a short code so that when a user dials an international call they will be played the error message, e.g.