Agree with the others. Macy's won't accept an Australian credit card unless you are using their international website. In which case the $$$ are higher and they ship the item to Australia.
Interesting. I remember Macy's pushing me to the international site, and I compared the all inclusive prices with the US site and decided to go with the US site and Shipito as it was cheaper.
There's one thing I can't remember and that's if I was VPN'd to the US at the time.