Someone wants to order and item in an area where we don't normally ship and I'm not sure how to set this up...

Firstly, the product isn't s et up to sell outside the UK so how do we allow shipping to a US state, for example.
Secondly, there is local tax attributed in the UK (VAT) but we won't charge that for the US - how do we change that too?
Third, how do we amend the shipping costs?

Any suggestions much appreciated.