The product used by mygeekshow for that model is standard extruded polystyrene insulation. In NA it's available in thicknesses from 6mm up to 100mm or more. I think he cut his parts out of 2" or 3"?!?!, roughly 50mm - 75mm thick sheets. I would assume that NZ and AUS also have these sorts of insulation sheets in the local building supply centers. Just remember you want extruded, not expanded polystyrene. Expanded types are the white foam beads stuck together.... It lacks strength compared to the extruded stuff.
For those in NA and Canada who are looking for a nicer alternative to fanfold foam or cheaper than Depron, there is the new "Model Plane Foam" available from of all places:
http://www.modelplanefoam.com/I've ordered 2 cases from them, the first one I picked up across the border at a mail drop I have there, the second I had shipped all the way to my door in Canada via USPS/Canada Post. From now on, I'm having mine shipped to my door... well worth the few extra $$$. For those outside NA... I suspect closer suppliers will be cheaper as shipping outside NA gets pretty pricey.
Regards
Christian