I've been trying to get my hands on a lot of stuff (mostly books) for years and shipping costs have always stopped me from making purchases.
It's just the way it works, it's not fair to blame Telltale as a company for this. International transport costs a lot, there's no getting around that. I guess it depends on distance, on weight, fuel prices, etc. I don't know what's behind all those shipping rates, but I think it goes too far to say it's a conspiracy and transport companies are only making excuses in order to totally rip everyone off.
Usually I rely on eBay. I bought Sam & Max Season 2 from a fellow Belgian who had bought it from Telltale, got the dvd and decided to sell it since he had already downloaded the episodes.
Sometimes waiting pays off and you get lucky.
"There's a difference between knowing you are, and simply being."
Finished: Assassin's Creed 2 (PS3)
Playing now: Assassin's Creed Brotherhood (PS3), The Longest Journey (PC)
To continue: So Blonde (PC), Red Dead Redemption (PS3), Silent Hill Homecoming (PS3)