The bad news is that you can't escape the September 30 deadline for initial entry. The DV lottery is very strict about that. Actually for you it's more likely to be in August, since after a successful interview they will give you an immigrant visa that has to be used within 6 months.
The good news is that after your initial entry, you can apply for a reentry permit that would allow you to stay outside the US for as much as 2 years. But you need to be in the US when you apply for it (including the day USCIS receives it) and you need to show up at immigration office in the US about 3-5 weeks later to give fingerprints, but you can leave the US in between those points in time, and you can leave after giving fingerprints. You can choose to have the permit delivered to your US address, or to a consulate abroad where you will pick it up after they notify you of the approval.
However, when you arrive you still need to provide a US address, even if it's just a friend's or relative's address, so USCIS will know where to send correspondence (including your plastic green cards).
Note that you don't need to go to the mainland US to satisfy the requirements of the lottery visa. You can go to Guam or Hawaii which are much closer to Australia.
The other very important thing to deal with is the baby's status. If she's going to give birth outside the US, things must be done right in order to avoid having the baby stuck outside the US for years. The baby must be brought to the US with either parent on your initial entry with the immigrant visa; otherwise the baby must be brought with the mother* on the mother's first trip back to the US since the birth, and the baby must be under 2 years old at the time.
Another thing to deal with is US taxes. Green card holders must declare worldwide income on US tax returns. That doesn't mean you'll need to actually pay US taxes on your Australian income. There are tax treaties and credits that can be used to offset the different countries' taxation against each other, so it is likely that your US tax bill will be zero or very small. However, you still need to file US tax returns (for you, the first deadline would be April 15, 2012) and declare your entire income from all sources, and then you cancel out what you can.
*the father can bring the baby if the father was abroad at the time of birth and is taking his first trip back to the US since the birth
I have been selected for the DV2013 and my number falls in the April Visa bulletin. I am however travelling to africa for about 1month in august and was therefore wondering if I should be able to get my visa before then and also how long they would give me to enter the US, will it be immediately after the visa has been issued or a couple of months. Can I also reshedule my interview date so long as it is before sept 30th.