How do I disable some available countries in Commerce Shipping?
Easy (assuming Drupal commerce 7.1 in my testing) - you want to just navigate to 

Admin > Store > Commerce Profiles > Profile Types > Manage Fields > [Your Address Field] > Edit

Under 'Available Countries', select the ones you want per the instructions 'If no countries are selected, all countries will be available.'

You may also refine the list of available countries that appear in the above-mentioned 'Available Countries' selection list (and any other country chooser in a Drupal 7.x site) with the countries module.