*** Overview ****
I am planning to sell DVDs online of a short film I have made.  I am
interested in knowing what possible legal and financial issues I could
be opening myself up to.

*** Background ***
The DVD will contain the short film and a number of extras.  I am
based in the UK but will sell worldwide (I will sell in GB£, US$ and
Euros). I intend to collect money via PayPal.

I am not going to get the film, or any of the extras, rated by the
BBFC (the UK body in charge of film classification) or any other such
body.  All of the content will free of sex, drugs and swearing and is
?suitable for all?.  It is legal to release content in the UK that is
exempt from classification - in the BBFC words "Under the Video
Recordings Act 1984, a video is an exempted work if is designed to
inform, educate or instruct; is concerned with sport, religion or
music; or is a video game" - our film (and content) is very much sport
related and the extras will be educational.

*** Detail of question ***
My question can be broken down into three sections;

1. Classification - Being based in the UK but selling online, do I
have to worry about the classification rules in every country that can
feasibly buy a copy (i.e. the world!)?

2. Taxes and other issues with selling worldwide - Our company
turnover is sufficiently small not to be VAT registered (the sales tax
in the UK) but do I have to worry about sales taxes when selling to
other countries?  Will import taxes be due and if so, whose
responsibility are they?

3. Are there any other common issues that need to be dealt with when
planning such a venture?

I understand that I will not be getting binding, in-depth legal advice
but it would be handy to get an overview of what I'm getting into. 
Suggested further reading and case-studies would be appreciated.

Thanks a million.