Hi,
In your shipping methods (in the menu System>Shipping methods), you have tax settings.
The "Automatic taxes" will alllow you to choose if you want automatic taxes on the shipping methods. If you activate it, the tax rate charged for the shipping method will be the same as the tax rate charged for the products. If you deactivate that setting, you'll be able to select below a "tax category", like for a product, so that the system will select the tax rate to apply to the shipping based on that tax category and the tax rules applying on that tax category in the System>Taxes menu.
