Ulujain

By fronting up to a DIMIA office in Australia it'd be assumed they'd
fill in a form of some sort. Having worked for the Australian Govt. I
can almost guarantee it would involve a form and not involve anything
verbal.

You can only have one visa to Australia at a time. They will
not grant you any kind of visa with a valid ETA. Hence, the need to tell
DIMIA pretty much the first chance you get getting off the plane. At
least that way, they can tell you to leave Australia to be granted the
offshore visa. Usually a day trip to Wellington.

I have gotten the
above info from a DIMIA officer when I called them, because Mad as
Cheese's plan more or less mirrors mine.

DIMIA did state that
Australian Customs may give you grief over the ETA when you arrive.
However, there will be a record of your visa app attached to your
passport number, so an explanation of what you intend to do may allay
any thoughts of denying you entry.

Still, they have every right. Only
us "privileged" Australians may enter Australia as we see fit :p