I heard that it's in Chinatown, uhm, forgot where it started and when but it's this Sunday.
I might go. Depends on the weather.
ADD: Ok, found it.
Chinese New Year Parade (Sunday, January - February , 2008)
Held on the first Sunday of the Chinese (Lunar) New Year. Celebrating the arrival of spring and the Year of the Rooster with thousands at the biggest parade through Chinatown, lions, storytelling and crafts, lucky red packets and much more for the whole family from 10:00am - 4:30pm. Everyone welcome. Donations appreciated.