zapattack - I'm in the same boat. I'm pig sick about it being shown on sky. I think I'm going to look out for the DVD, it will probably be available in USA soon and my DVD player does play American DVDs.
Why not just download it? You can get it off some file-sharing programs the next day, im on episode 6 of series 3 just now. I think there are also some websites you can download the show from, i believe the ABC nework is one.