Setup-shipping not working - zone help

[dandownunder]

Hi Guys, I am in the process of setting up my shipping modules on my shop. For some reason I am having troulbes, my shipping Zone has no zone in it to start with. In my Admin/My Store/Zone there is nothing, when I click on it to input a zone, I can't ?? any help, what am I doing wrong, where should I be inputing the zone my shop is in ?? would appreciate any help, bit stuck ?!

Cheers
Dan.

[dandownunder]

Can anyone help me with this problem ? bit stuck