What are you using for your shipping methods? I am guessing flat rate? As far as the "choose rate" goes, you "should" be able to setup some conditional actions that will do what you are trying to accomplish. In doing some testing with DGrey's issue of having some "over x amount for these two areas, free, over y amount everywhere else free" etc, I was able to use some conditional actions to do what he was needing done. It took some playing, but worked out pretty slick.
I think in your situation, you will want to set the CCK Shipping Method field to "Any Flat Rate", then setup four flat rate items: Ticket Shipping UK, Book Shipping UK, Ticket Shipping World, Book Shipping World. Set the conditional action to charge the UK price if it's in the UK and the "world" price if it's outside the UK.
Kinda rough, but off the top of my head it sounds pretty good : )