The Royal Navy purchased Lady Nelson in 1799. She spent her career exploring the coast of Australia in the early years of the 19th century. She was the first known vessel to sail eastward through Bass Strait, the first to sail along the South coast of Victoria, as well as the first to enter Port Phillip. The Lady Nelson was also involved in the founding of Hobart, Launceston, Melbourne and Brisbane. She and all her crew were lost to Malay pirates in 1825.
http://en.wikipedia.org/wiki/Lady_Nelson