Hi Grex22 - You may have already figured this one out but if you go to the general settings tab for Woocommerce, right above the countries you select, there is a check box to either ship to specific countries or all. i believe you need to select this in addition to selecting the specfic countries.
as for the shipping information, when you set up your product, you need to click on the option towards the bottom of the Add Product page that states that it is a virtual product. Also, on the woocommerce settings, shipping tab - you can select whether or not you want to allow shipping. i would check these settings to make sure they are all set according to your needs.