Welcome to the board Helge!
Wow, what a long trip from home! I hope everything is satisfactory for you here in the US, and Mississippi!
To be honest, I don't know if there are any places in MS to dive better than Pelham, AL. The guys from up North MS may have a better grasp of what is diveable up there, though.
I do know that there is a dive shop in Starkville, MS. It is small, inside of a sporting good store, but it's a dive shop none-the-less. I'll try and find the name of it and post it for you.