An old friend of mine had two Australian Shepherd dogs, one named Aussie, the other named Arriet. The great thing about the (admittedly cheezy) joke is that you only get it if you know the Australian pronunciation and the old US TV show (Ozzie and Harriet).

By the way, do you call them Australian Shepherds in Australia (since they actually originated in France or somewhere)? Here's a link to a photo of one, in case you don't know what breed I'm talking about:

http://www.australianshepherds.org/adult.html