Question about Playstation Network?

As far as I know, the Ps3 isn't Region locked. I've been on forums reading people's (from countries like Australia) comments saying that they can play games that were from America. You know how Australia's rating board won't let them sell extremely violent video games? They would have to go all the way to America (where I live by the way) to get the game they want even though it's banned in Australia.