It's a very common expression here in Australia. It has been generalized from its original literal meaning of not knowing one's gender (or do I mean sex?) to not having a clue. Here's an Australian slang site (not another one!) that gives the more general meaning of the expression. Mind you, I know that a lot of expressions that we Aussies claim as "our" slang turn out to be someone else's first!

http://www.catchnet.com.au/~tlr/aussie/a.html