Log into your PayPal account and click on the "Settings" icon (the gear) at the top right corner of the screen. Click "Manage all addresses" in the window near the top right corner of the Settings page. Click to add a new address, then hit "Set as primary" (or change any existing address to your shipping location by hitting "Set as primary" beside it.) Your will see a green check mark at the top of the screen with the note "You changed your primary address."