Specifying more than one zone per tax rate

Introduction

For UK market, there are 3 tax classes set up, 5%, 10%, 15%. All 3 tax classes have to be applied to the following zones:

1. UKVAT (UK market with UK shipping charge applied)
2. EU1 (EU1 market with EU1 shipping charge applied)
3. EU2 (EU2 market with EU2 shipping charge applied)
4. EU3 (EU2 market with EU3 shipping charge applied)

What I've done:

1. Set up new tax rates per zone, e.g.

Priority
0 VAT (15%) UKVAT 15%
3 VAT (15%) EU3 15%
2 VAT (15%) EU2 15%
1 VAT (15%) EU1 15%
0 VAT (10%) UKVAT 10%
3 VAT (10%) EU3 10%
2 VAT (10%) EU2 10%
1 VAT (10%) EU1 10%
0 VAT (5%) UKVAT 5%
3 VAT (5%) EU3 5%
2 VAT (5%) EU2 5%
1 VAT (5%) EU1 5%

Problem
From a customer's point of view the right taxes apply. From the administrator's view, the taxes are either added or compounded depending on the priority specified. In this case, when I go to Admin-Catalog-Categories/Products and select a specific product, for tax class say, VAT (15%)

Products Price (Net): 347.8261
Products Price (Gross): 556.5218 (applied 60%, instead of 400.00 at 15%)

I need to find a way of specifying more than one zone per tax rate. Please help!

Any advice is greatly appreciated,
Linda