Most properly traded Aussie Stocks on the US market are purchased as ADR's and most US Brokers trade these.
If an Aussie Stock has been de-listed or in some cases has no proper Nasdaq trade, it can be bought through the Pinkslips or pinksheets market. ( Felix Resources, FLX, is de-listed but may be traded under FLRFF, for instance ): http://www.pennymarkets.com/pinks.shtml
If you go to the following website, you will be able to pick up information on trading in Aussie stocks - with a bit of effort. http://www.stockhouse.com They also list Aussie stocks that trade on the Nasdaq Pink Slips and Pink Sheets market - put in the share name in the appropriate place and you will be able to pick up on the stock quote.
Otherwise, you can trade via a US Broker ( one that has Aussie links ) who will be able to take your order, with limits, and place it when the ASX opens.
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