You didn't mention which state/city you are in, it would help to know that and also the name of the security company.
Now for the bad news. I don't think you have a leg to stand on. It seems this company has signed you up for an ABN. This means that in effect you are working as a private contractor. No sick pay, workcover, holiday pay. You will not be covered by a workplace award.
I think this means that you will not be able to recover unpaid wages through the normal employee/employer channels and will have to rely on civil action ie. sue them.
You are not compelled to register for GST as a sole contractor - unless you are earning $50,000 or more, (check this) so this is not really your biggest problem.
If by some chance you ARE covered by an industrial award or workplace agreement, there are processes you can use to bring your employer to court. (try
http://www.wagenet.gov.au for info) That is not saying you will ever get any money out of them. You may get a judgement against them for the amount owing, but that is no guarantee that they will ever pay. The next step is then to put it in the hands of the sherrif to collect. This will cost you an amount of money, possibly a couple of hundred. By this time you will realise you are throwing good money after bad.
If you are in Victoria, I'd suggest a trip into Flinders Street to the Department of Consumer Affairs. Don't correspond by email, don't threaten your employer with any kind of action, just quietly go ahead and check out you rights under the law.Start keeping copies of all documents and logs of any phone calls regarding the matter. If you need to correspond, do it by letter and keep a dated copy. If they are running a scam to get cheap employees without paying awards and benefits, you may be able to persuade someone to investigate them.
It may be worth following up the fact that you were given no choice or information about registering for an ABN. Once again, if in Melbourne try making an appointment with Fitzroy legal service. If in another state I'm sure there will be a free, social justice type legal service that you could access.
I hope this has been some help. Whatever happens, keep your cool, explore all legal avenues and DON'T GO BACK TO WORK FOR THEM !!