I remember this aired on the Canadian specialty channel Showcase in the late 90s as part of "Television Without Borders," and as it's been so difficult to find online or via HBO itself, maybe contacting Showcase via their website would be effective.
It was one of the best of its kind and didn't have many episodes. I would imagine Showcase still has the tapes that they used to air the show back then.
That channel was awesome in the 90s and early 2000s, especially on Friday nights. There was a series of these kids of shows, from The Hitchhiker, an 80s erotic/psychological horror/thriller, this, Red Shoe Diaries and sometimes a Ray Bradbury or Alfred Hitchcock episode (which had no erotic content from what I remember) followed by an NC-17 style movie. One of those simulated but still borderline adult films.
Those were the days. Canadian TV in the 90s was great if you were a teenager or young adult.
But I would contact Showcase if you're looking for that show. I'm sure it's in their archives somewhere. Bliss was another good, Canadian produced erotic series, but from the female perspective. It put 50 Shades to shame. It was actually good, or so bad it was good.