Possibility to set an individual shipping cost per each product
By activating this option, a particular product is released from default shipping charges that are set via Administration > Products > Shipping methods. Just tick off the option 'Free Shipping' via Administration > Products > Edit product link > Stock&Shipping tab and shipping costs won't be calculated for this product(s).
In case you do not want to set a free shipping per a product, you are welcome to specify individual shipping cost for a product. This is done via Administration > Products > Edit Product page > Stock&Shipping tab > Shipping section. Enter the sum that you want to charge for the delivery of this particular product in the ' Shipping Cost' field and this delivery cost will be added to the order on the checkout page.