I think that Google prefers you to have a natural blend of sites. Any website that naturally attracts links will get links from PR 0 sites on up. I would approach your link building methods cautiously, as having too many high PR inboud links can raise red flags.
My advice is to write great content and seek links from reputable websites that are relevant to your website. Whether the page is PR0 or PR9, just make sure the website is trusted. On the flip side, the advice that you were given may be related to sites who's index pages are PR0. The reason they may be giving you that information is because a PR0 site can also indicate that the website has been devalued or penalized by Google. Having spammy websites link to you can actually hurt your rankings.
In reference to your second question, I don't believe that other countries linking to your site are anything to worry about as long as they are relevant.
Remember, SEO is a popularity contest. Google is always doing algorithm updates and it's best not to participate in questionable link building tactics. The best way is always to produce quality content and naturally reap the rewards.