I have found this to be the same problem for me as well. Even shipping over seas is cheaper then shipping with-in my own province.
I talked to the mail people and they told me that sometimes the shipping rates are like this because of the postal code and how much "easy access" it is to get it shipped to that location. It doesn't make much sense to me because shipping two hours away from where I am is cheaper then sending a product to England.
Honestly, I think it's very hard to set a standard shipping rate for Canadian buyers. I do agree though, it's extremely frustrating!