protected function _prepareCollection()
{
    $collection = Mage::getResourceModel($this->_getCollectionClass());
    $this->setCollection($collection);
    $collection->getSelect()->join('sales_flat_order', 'main_table.entity_id = sales_flat_order.entity_id', array('base_shipping_amount', 'base_subtotal', 'base_tax_amount'));
    return parent::_prepareCollection();
}

$collection->getSelect()->join('sales_flat_order_address', 'main_table.entity_id = sales_flat_order_address.entity_id', array('country_id'));