If you're willing to go get a single money order (when thinking about how I'd pay) I would assume that:
1. You really, really, really, want this set
2. You're a lot more patient than I am
Quite honestly, I have no desire to send any non electronic payment for a purchase I made online ever again.. and finding out that's how I was required to pay would likely turn me off of even making the purchase.
Want to charge separate currencies for the item and shipping? Seller must not care about his own time either.
I'm guessing there's a service for having the money order done up.... and the currency conversion. Could offer up an extra $5 to combine them into one? If that saves you a couple of bucks in service fees, it's probably worth it.... and if the seller suggests that the Canadian Dollar might rise enough that the extra $5 wouldn't cover it, he's much more optimistic about our economy than I am.