At first glance it looks really expensive to order from CD Baby if you're not a US-ian.
However, checking out CD Baby's delivery prices properly, it appears that if I order more than one cd it shouldn't cost much more than 2 usd per cd, and with the usd worth less than 50 pence, you're quids in with CD Baby's pricing.
The shipping price for international orders comes down a lot if you choose slow delivery and bin the crystal boxes, which is nice. I can buy crystal boxes cheaply in bulk in the UK, so I don't need to pay a high postage rate to send one or two of them across the Atlantic. Nice stuff!
A simple digital distribution option might be even better, a couple of links to an iso or similar and some scans of the cover paperwork; we have colour printers and CD burners in Europe too! If the bands were concerned about potential piracy, it'd be easy to brand the iso and paperwork with my name or CD Baby login. That's better security (DRM ha) than they get with the physical CDs anyway, as it's trivial to rip and redistribute a CD if you were so inclined. CD Baby guys, could you do this?