I’ve had the same problem and I figured it out (with help of other forums of course).
If you use flat rate shipping, go in and put a ‘0’ into all the fields.
Then in each of your products set the price for shipping where it says flat rate shipping (and gives you a field to enter numbers in).
Now save your settings, clear the cash, refresh and try again. It should work.
It only seems to work for USA and Canada for me so far, and USA outlying islands gave the same problem of having to enter a zipcode, with no place to enter it.