I'm from New Zealnad, but I was in the Uk for a bit, and got to the first four episodes from Series 2. I also downloaded the first one on the net. It's easy. Just type in the episode name on Google along with BBC Merlin, end it the whole thing .avi. (e.g bbc merlin the curse of cornelius sigan.avi)
u find heaps of stuff. I choose a site where it was free and it was really good quality. It took 55mins to downlaod it, but it was sooo worth it.
u can also try SurftheChannel, because they sometimes have episodes up pretty shortly after they are released. of download them if u feel comfortable doing so. That is if u don't want to wait. I suppose if u really want to wait, u just have to be careful. I just download them (I'm in Canada) because I can't wait. Of course, I don't advocate dubious activities like that, no... *shifty eyes*