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Your Sharp LC-39LE440M TV will work in Australia without any modification.
First, try auto-tuning it WITHOUT an antenna connected - this will erase all of the stored channels and help free up some memory.
Then, connect an antenna with a good strong signal and try auto-tuning the TV again.
If it still doesn't pick up any channels then it may require a stronger signal than the other TV sets - try fitting a signal booster and see if that helps...
Reply back and let me know how you get on!
To specify the country or region, you will need to reset the TV to its factory settings and then you will be prompted to select the country during the "first time setup".
You should definitely NOT be changing any settings in the service menu! It is unnecessary and if you change any option in there it can irreversibly damage the TV.
Different TVs have different tuners and not all will pick up on the same antenna.
Try using a signal booster to see if that helps you pick up any?
The other possibility is that the built-in digital tuner has failed.