It is definitely recommended to burn the tin foil before using it, my fiend doesn't usually smoke it but when he does he will thoroughly burn the foil on the 'shiny' side and use the 'dull' side to put the gear on. When my fiend burns it he will go over it several times in a sort of grid pattern, if you held a flame under it too long then it will damage the foil, so the trick is to burn it to the point just before it begins to damage it.
I have heard several things about burning tin foil, one of then being the thing that is actually burned is a very thin coating of some sort of grease like vegetable oil, but i don't know if that is true. What i do know is when i see it getting burned (by my fiend of course), it is apparent that something is being burned off because of the fumes/smoke that comes off of it, albeit a small amount.
I know that Exchange Supplies (Google it, i am reluctant to link to sites after an infraction) have a foil product designed specifically for smoking heroin
, however i have no idea how one would get a hold of it especially in Australia. Never the less, i have heard Wheel Filters are available in Australia so it might be worth checking to see if foil is also available.