More specifically "having a Barry", and it is one of the better examples of twice-removed Australian rhyming
slang.
It means you're having a bad time of things, or a
shocker. The connection is Barry Crocker, an extremely naff singer from Geelong, Australia (my home town - carn the
Cats!) who sang the original theme song to Neighbours and is usually seen these days singing at telethons or Carols by Candlelight or other such horseshit.
In a nutshell,
shocker = Barry Crocker = Barry.
Most often used in a sporting sense, when someone asks how you performed.
PS for the Seppos out there, Neighbours is a cheap and nasty Aussie soap opera that the Brits can't get enough of. BTW, "Seppo" is another example of Aussie rhyming
slang, meaning American (Yank = septic tank = seppo)
When your leggies are disappearing for 9 an over, or you've kicked
4 behinds and 2 out-on-the-full for the
day, or your pitching's been racked for 3 homers in
1 innings(if you're a Seppo), mate, you are having an absolute Barry.