I have used the following guide found by BenP but found that there is a bit of information missing to get it all working for Sydney, and by default this should also help people in other areas.* Follow the guide and I will put in comments below that will help you out:
http://www.bmpbargains.biz/mce_epg.htm
STEP 5 - I know it probably sounds silly but this was a sticking point for me CasPol.exe is wrong it should all be lower case
caspol.exe in order to work.
STEP 6 - you need to make sure that the bold parts of the following file are the same as this:
TVHarvest.exe.config
<configuration>
<appSettings>
<!-- Number of days of listings into the future to get -->
<add key="days" value="7" />
<!-- Number of days of listings in the past to keep (older ones are deleted) -->
<add key="pastdays" value="3" />
<!-- true or false, indicates if XML should be written to a single file or not -->
<add key="SingleFile" value="true" />
<!-- Path to output the listings to (must have trailing "\"

Default is "c:\WINDOWS\eHome\"
but you may have to create those sub folders -->
<add key="path" value="
C:\WINDOWS\eHome\" />
<!-- Credentials to use for proxy server (if you have one set in IE and
it requires a username and password -->
<!--
<add key="ProxyUser" value="username" />
<add key="ProxyPass" value="password" />*
-->
<!-- URL for NineMSN tvguide, you MUST update this for your state (ie. change the "94" which is Melbourne
to the number appropriate for your location. eg. "101" for Perth, "73" for Sydney,*
"75" for Brisbane, "88" for Tasmania, "74" for Darwin and "126" For ACT)
Visit
http://tvguide.ninemsn.com.au/ and view a TV Guide for your area will get
you this URL, but replace the date part (eg. "04042003"

with the string "(date)" -->
<add key="GuideURL" value="
http://tvguide.ninemsn.com.au/guide/(date)_73.asp?channel=free" />
<!-- Specify the timzone string for the XML, you may need to adjust this or remove it compeletely -->
<add key="Timezone" value
="+1100" />
<!-- URL for NineMSN tvguide popups. You should not change this -->
<add key="PopupURL" value="http://tvguide.ninemsn.com.au/closeup/default.asp?pid=(pid)" />
</appSettings>
</configuration>
STEP 7 - The names for channels in Listing.xml and Listing2.xml do not match those of MCE and in order for it to work you need to replace the names use wordpad and replace as follows:
ABC NSW - ABC TV Sydney
Network TEN Sydney - TEN Digital
Channel NINE Sydney - NINE Digital
Channel Seven Sydney - 7 Digital
SBS Sydney - SBS DIGITAL 1
Yes it is case sensitive and if you miss just one instance you will not have any luck so I suggest making sure you are at the top of the document before you do the replace.
Two other xml files also need to be amended (TVxbChannel Info.XML) to read as follows
ChannelInfo.XML
<NewDataSet>
* <Channel>
* * <name>ABC NSW</name>
* * <channelID>ABC Sydney</channelID>
* * <virtualchannel>2</virtualchannel>
* </Channel>
* <Channel>
* * <name>>Channel Seven Sydney</name>
* * <channelID>Channel Seven Sydney</channelID>
* * <virtualchannel>7</virtualchannel>
* </Channel>
* <Channel>
* * <name>Channel Nine Sydney</name>
* * <channelID>Channel Nine Sydney</channelID>
* * <virtualchannel>9</virtualchannel>
* </Channel>
* <Channel>
* * <name>Network TEN Sydney</name>
* * <channelID>Network TEN Sydney</channelID>
* * <virtualchannel>10</virtualchannel>
* </Channel>
* <Channel>
* * <name>SBS Sydney</name>
* * <channelID>SBS Sydney</channelID>
* * <virtualchannel>3</virtualchannel>
* </Channel>
* <Channel>
* * <name>SBS News</name>
* * <channelID>SBS News</channelID>
* * <virtualchannel>0</virtualchannel>
* </Channel>
</NewDataSet>
TVxbChannelInfo.XML
<NewDataSet>
* <Channel>
* * <name>ABC NSW</name>
* * <channelID>>ABC NSW</channelID>
* * <virtualchannel>2</virtualchannel>
* </Channel>
* <Channel>
* * <name>Channel Seven Sydney</name>
* * <channelID>Channel Seven Sydney</channelID>
* * <virtualchannel>7</virtualchannel>
* </Channel>
* <Channel>
* * <name>Channel Nine Sydney</name>
* * <channelID>Channel Nine Sydney</channelID>
* * <virtualchannel>9</virtualchannel>
* </Channel>
* <Channel>
* * <name>Network Ten Sydney</name>
* * <channelID>Network Ten Sydney</channelID>
* * <virtualchannel>10</virtualchannel>
* </Channel>
* <Channel>
* * <name>SBS Sydney</name>
* * <channelID>SBS Sydney</channelID>
* * <virtualchannel>3</virtualchannel>
* </Channel>
</NewDataSet>
You should be up and running if anyone wants any of the above mentioned files let me know and I can Email them alternatively you should be able to copy and paste from above.