Update: Please note that en_AU is now included by default in Magento so all this is unnecessary.

Simple tip here on how to enable the “English (Australia)” locale in Magento: simply go to app/etc/config.xml and, under config->global->locale->allow->codes add in the text <en_AU/>. Your config file should have something similar to the following:

<config>
    <global>
        <locale>
            <allow>
                <codes>
                    <en_AU/>

You can even do this before installation to allow the selection of the Australian locale during the install process.