Tax on work done in UK for US company

Hi,

I've recently started independant consulting. One of the first jobs is some consultancy work for a company in the US. All the work has been via e-mail / phone and is advice on data integration. I'm about to invoice the company.
My understanding is that this work is UK VAT free as the service / goods are in effect for export.
However will I need to pay any tax in the US. The amount is for several thousand pounds, the state is NY in the US.

Does anyone have any experience of this.

Thanks

Joe