Oatmeal covered this with a brilliant comic and a just as amazing remixed relevant one for New Zealand. Australia falls mostly towards the New Zealand one although with the exception of the fact that we have Foxtel, however Foxtel is highly comparable to HBO in the fact that you can't just buy the rights to a single show you need to subscribe to a cable package. In Australia not only is this Foxtel but it's not covered in a basic package, meaning you also have to buy the premium package on top as well and sign up for a long term commitment, all to watch a show legally.
Not surprisingly Game of Thrones has been the most pirated show in history, with Australia leading the way, while we can't blame the show creators who have created an amazing show with a massive budget which include a lot of hard working people who need to be paid, the reality is that we're seeing a huge number of unnecessary obstacles that prevent people from being able to access Game of Thrones.
Australian consumers and heck even most consumers around the world are living in a world where we are no longer restricted by watching programmes when a TV show tells us too, even TV networks have slowly moved onto this, funnily enough ABC was considered to be one of the most advanced with this, offering Dr. Who fans the opportunity to watch the show on a one hour delay directly after it has been shown on the BBC, this is despite being on at 6am in the morning, like Game of Thrones, fans of Dr. Who can be just as dedicated.
While piracy is illegal and shouldn't be encouraged, at the end of the day, this isn't pirated because people are too cheap, it's due to the inability to easily obtain the show legally. Game of Thrones is getting absolutely amazing and rave reviews and fans are massively addicted to this show who are guaranteed to watch all the episodes as they come out, many TV shows would kill for these sort of fans and it appears that the distribution methods are dropping the ball on potential revenue and additional frustrations for fans. Winter is coming, better distribution is not.