The best way is to set up a shipping discount in Global Preferences, if you are using the automatic WBN feature. If not, the other option is to manually combine your items, and when you are combining them you can specify the shipping on either a per item basis, or on the order as a whole.
If you don't want to offer a discount then I would recommend just listing your items with the shipping as planned, and turning off the shipping discount.
That is correct, for this situation, you would need to combine the items manually, and include a single fixed shipping amount when you send out the WBN. The system is not setup currently to automatically process this scenario.