I think we've all suffered from this problem. You list a valuable item, such as a mobile phone or a laptop computer, specify UK only in your description and somehow manage to end up with a winning bidder from another country. Very often, but not always, these are the age old scammers asking for despatch to Nigeria or wherever - this is usually the case if your item sells for a much higher price than anticipated.
If you use the features available to you when listing your items, you can greatly reduce the likelihood of wasting time and money on this problem.
When you list your item, look for a section called "Buyer Requirements". In this area, you can specify a number of parameters that buyers must comply with before they will be allowed to purchase your item. One of these enables you to filter out buyers who are registered in countries to which you do not offer shipping. My other preference is "No credit card on file", applied only to buyers who have 0 feedback or less.
You can also choose to allow only people with PayPal accounts, or to disallow anyone who has had recent unpaid item strikes.
A little extra time setting up your listing can save a lot of frustration and wasted effort when the item is "sold".