The reason I'm hesitant is because this thread http://forums.whirlpool.net.au/forum-replies-archive.cfm/845306.html seems to say you can't do it in Australia (and we seem to share these laws???), I can't load the PDF they're referring too so I can't confirm that.
I've looked through the wiring rules FAQ (http://www.wiringrules.standards.org.au/Documents/Wiring_Rules_FAQs_March_2010.pdf) which seems to apply to both NZ and Australia but didn't see anything relevant (might just be for electricity cables?).
If it is legal to do myself, does anyone know where I can get a wall plate with a cat5 socket in it? Ideally I would like a wall plate with both a cat5 socket and a standard phone line socket (I want to run my data cable where the phone cable already is).