After a morning of tinkering I have managed to get the BBC iPlayer to work without using a web proxy for the browser, which means that you can go to one URL and view the BBC Videos for the past week.
It still requires a proxy, but this is only for the backend server and all connections are over your normal ISP connection and not via my proxy, so you get the videos as fast as your ISP can serve them.
Now not sure of the legality of it all and not sure how long the UK proxy will stay alive, but it works and now I can catch up with the BBC Programmes over here in Australia.
The link is www.darkedges.com/proxy/curl.php
and is a little slow, but stay with it as it does work.
Just found an issue with Parental Guidance, but should not take too long to figure out.