First of all, have you tried configuring the APN network settings for your carrier / service provider that you are using in Australia?
Try this first if you haven't already because overseas phones generally tend not to autoconfigure APN network automatically for sim cards that aren't from the same country the phone came in which results in no mobile data connection and MMS (Multi-Media-Messages [Image attachment / Video attachment over SMS text messages]).
Basically what you will need to do is google '<Carrier Name> (e.g optus) apn network settings'
Then setup the APN profiles as specified from the first few websites (e.g optus.com.au of course).
A guide on how to setup APN settings (You can't use these settings of course as they are for T-Mobile sim card which is U.S):
If you want you can tell me the service provider you want to use and I will provide instructions for that service provider on how to setup the APN settings properly for Mobile Data and MMS.