Did you set this up with the checkout wizard or did you add it in manually? If you set it up with the wizard then the shipping charge rule should be created for you. If you set it up manually you may need to apply this shipping charge rule.
Look in your cart object under the shipping tab, you should see the shipping charge rule here. If not you will need to create it, the trigger will be based on UPS shipping quote, and the amount will the be the same UPS shipping quote.
If you have it all setup correctly and do not get a value then there might be an error with the shipping, you can add these bindings to the page to see what the error might be:
echo "<p>UPS: <br />";
echo "Full Request: ".(isset($_SESSION["WA_Store_Cart_UPS_FullRequest"])?htmlentities($_SESSION["WA_Store_Cart_UPS_FullRequest"]):"n/a")."<br />";
echo "Full Response: ".(isset($_SESSION["WA_Store_Cart_UPS_FullResponse"])?htmlentities($_SESSION["WA_Store_Cart_UPS_FullResponse"]):"n/a")."<br /></p>";
If you add this code to the confirm page, or the shipping failure page you should be able to see what the error is. When you add this code select the part of the page where you would like to see the info, then go into split or code view and paste the code in. Post back with what you discover.