Can UK student visa refusal impact on Australian Student visa application?

Hi folks.

I have been recently refused student visa application with my husband for UK and the refusal reasons were based on my credibility interview where the ECO asked me detailed ranking questions about my chosen university (which they are not suppose to ask) and he believed I wasn’t a genuine student. I hence submitted the appeal and it’s taking longer than I expected and still in the process. I seek to apply for Australia now as I can’t wait for UK anymore. If I am not welcomed I don’t think I want to go and spend my money there and I am short of time as I have 2 years leave from my work. Now in Australian visa form they are asking me about the visa refusal from any other country. Do I need to say yes as my application is still in an appeal process? If I say no do they check each application and are their immigration system linked to UK? I feel so impotent at this time as I am a genuine student wishing to get my MBA from UK/Australia and despite of big bank balance I simply can’t do it!! It’s frustrating. I would like someone’s advise on it please. I have not applied for Australia yet but seriously thinking of applying and gathering all sorts of information and documents I need.

Many thanks.