Australia is one of the few countries in the world where the TV networks copyright their TV Guide data.  This means that the MCE inbuilt EPG will not function here until some arrangement can be made to allow users to download the data.  Most people think it's a Microsoft problem, but the reality is that they have so far been unable to pursuade the networks to change their position.

As a result we have a 3 commonly used EPG alternatives:

Bladerunner Pro (freeware)
EPGRunner (freeware)
IceTV (commerical)