http://www.bhphotovideo.com/find/Hel...esPolicies.jsp
It looks like they will only ship to your billing address (or an address listed with your credit card company). Your order may have also run into some VAT/taxation issues, or equally likely, gotten flagged as a possible fraud.
They are correct in that the discrepancies in exchange rates are not B&H's fault, nor did they profit from it. It's your credit card issuer's fault, and they are the ones who are charging you.
That said, if I were an international buyer with a billing address in the UK and a shipping address in Spain, I wouldn't be too surprised to run into all sorts of snags when purchasing goods from outside the EU.