Are you using your SIM from oz or have you bought a SIM from there?
Unfortunately with bigpond, as Ryan mentioned, you cannot send emails, only receive them and creating a gmail account is the easiest way around it.
However,
There is one other way around it which can sometimes work. You'll need to make the outgoing server that of whichever network you are using overseas eg. If your phone is using a Vodafone server, change your outgoing server to smtp.vodafone.net.au (being overseas, the "net.au" bit will be different). Some networks like Optus change the "smtp" bit and use mail.optusnet.com.au.
Again, this may or may not work.
Bigpond is one of those ISPs that are dicky to use when you're overseas.
http://www.wiseinternet.com.au/support/Outgoing-Mail-Server-Settings.aspx