Anyone in the UK can watch the US airing episodes online. Probably the site with the most episodes is
http://www.FavoriteTvShow.com There is a fee for the downloads but it's small and a one time thing only. After this you get unlimited access to downloads of the most popular shows. They also give you for free the software to convert episodes to DVD format so you can watch them your TV with friends and build your collection. The downloads are pretty fast too. The best part is that it doesn't matter if you are in the US or Australia or wherever in the world!