Its possible I was also not prompted to enter a separate shipping address so its the same deal for me, that is, my billing address and my shipping address are the same address.
(I can't check my confirmation e-mail from this home computer since that e-mail is filed at work so its possible that mine would have been OK - don't want to take any chances either and delay my video, I have the extra delay of the Canadian Pony Express to deal with )
Don't worry about the shipping address if your billing and shipping are the same. If no shipping address is specified, we'll be sure and use the billing address.