Edit: Lucid got it. Heh.
OVA's are straight to DVD partial series. Sometimes they're remakes, sometimes they're extensions of series. In Hellsing's case, it's a reimagining.
As for ordering online, I have no clue as for your area. Most of the distro's I know of won't ship outside of the US due to licensing restrictions. There's probably some distro in your area, google.
ANyway, on the subject of Anime films that are amazing, if you people haven't seen Toki wo Kakeru Shoujo (The Girl Who Leapt Through Time), do. Another excellent film.