Gix
I came across a SA heli student whilst in Europe who was about to start their training (in SA). By the sounds of it, the cost of training over there was outrageous. Apparantly some promise of joy rides/charter after their training.
Look at the cost of training in Oz but remember to include all the little stuff as well (accommodation, living expenses, etc). NOT QUITE SURE but, around $45000 AUD for a commercial heli pilot licence here in Aus.
Food for thought and good luck.