Setting up shipping when using vendor app

[urbanc]

I'm really confused.  I'm setting up new and am using Contrado as my dropship company.  The integration looks good, but when I set up my site, I can't check out because it says I have no shipping location or rates.  I select the app as the location things are shipped from and when I try to create a zone I pick just about every country because Contrado ships world wide and it just says I don't have rates.  What do I need to do to simply ship from one location and defer to their rate set-up?