you need to make the shipping rule in the eCart object.
The Shipping Country is stored in a session variable named:
eCartCheckoutForm_shipping_country
So your shipping rules will use the trigger "Based on session variable Value"
for example, For the US:
"Based on session variable value"
If the session variable 'eCartCheckoutForm_shipping_country' is '=' value of 'US'
for Canada:
"Based on session variable value"
If the session variable 'eCartCheckoutForm_shipping_country' is '=' value of 'CA'
For the rest of the World
"Session Varibale Exists"
Session Variable Name: 'eCartCheckoutForm_shipping_country'
AND
"Based on session variable value"
If the session variable 'eCartCheckoutForm_shipping_country' is '!=' value of 'CA'
AND
"Based on session variable value"
If the session variable 'eCartCheckoutForm_shipping_country' is '!=' value of 'US'