If you only provide domestic shipping or cannot ship to certain countries, you can designate which countries you want customers to be able to select in your web store.
You can set up shipping and handling rules when you create a shipping item to specify the countries it can ship to or the web sites it is available on. See: Creating Shipping Items.
To designate countries you ship to:
Go to Setup > Site Builder > Set Up Web Site..
If you use the Multiple Web Sites feature, click Edit next to a web site.
On the Shopping subtab, in the Shipping Page section, clear the Web Store Ships to all countries box.
In the Countries Web Store Ships To field, select the countries your customers should be allowed to select at Checkout in the web store.
Your customers can only have orders shipped to the countries you have listed.