I cannot reproduce your error ...

If I enter GB in the Skip Country ... when I have that address then I do not see the module at all ...

The only time I see that is if I enter an undefined country ... and that I can make disappear by entering a 00 in a Zone so that anyone not defined falls to those rates ...

What version of Zen Cart are you running?

Clean or an Upgrade?

What did you Upgrade from and how?