If convict Henry arrived in Australia he should be on Ancestry.com.au. I listed some of them here when they had free access:
www.isle-of-man.com/genealogy/messageboard/index.pl?pro=search;pmd=sread;srchid=27928GZZUHNz7pjTJwaf1310287215;spage=1;sanc=543156;sbid=10;md=read;id=543156

[Current list 22/1/2011 under Convict Ancestors.]

Sue