We don't currently have any way to create a shipping rule for a group of countries such as the EU, so you'd need to create rules for each individual EU country as exceptions to your Country:All (ROW) rule.
However, note that Country:All covers all your chosen Shipping Destination countries that don't have a rule of their own. Under Shipping Preferences, if you tick "Limit Shipping Destinations" and select only EU nations in that list along with the US and UK (and maybe a few other countries if you wish), then you could regard your Country:All rule(s) as covering the EU, and then add rules for the US and UK (and any other destination countries you chose) as exceptions to your EU rule(s).
Bear in mind that shipping rules apply to whole orders, not to individual products, and rules do not combine or "stack up" for any given order; if a buyer's order qualifies for more than one rule, they would see a choice of shipping rates (one rate for each qualifying rule). If you enable "Order-size requirements" for a given shipping rule, the Min./Max. thresholds for Total Weight would pertain to the combined weight of all items in the buyer's cart. If a buyer's order does not qualify for any shipping rules you have set up, they would see an -error- for shipping in their cart and would be unable to checkout, so this can be a way of blocking orders above a maximum total order weight.
The rules you currently have set up would apply a flat shipping charge for every item in a buyer's cart, and that per-item charge increases as the total order weight increases. If you really just wanted to define a product-specific flat shipping charge per item, the link in my previous reply explains how to set that up; that would still allow buyers to add different items to their cart and have the proper shipping charge for each item applied, even if that charge varies among differing products.
Jan '16
