As you may have noticed, I've split this off into a thread of its own and moved it to the Australia forum. The idea is that perhaps someone will have some information for you - but it might help to know what sort of item you're buying in the US for shipment to Australia.
If you're talking about books, you may want to investigate various online book sellers. Shipment costs from the US are usually pretty high and shipment can be slow. Or you may find that what you're looking to ship is available in Australia if you just know where to look.
Can you be a little more specific and tell us what kind of 'thing' it is. There will be a huge difference in how you go about it depending on whether it is a few CD,s a television set or a large sofa!
Have you already bought it?
Most online stores will quote an international shipping rate and deliver it in Australia - similar to ebay etc.
If not there are quite a few courier and shipping companies that will do the job for you.