Downloadable item with physical option

I have a software download, that I would like to upsell the DVD to.

The problem is this that software download doesn't have a need for shipping information to be entered. However if they select the purchase of the DVD as one of the product options, then it doesn't add shipping unless shipping is selected for the download. Which doesn't make sense because the unless that option is selected there isn't a need for shipping.

Anyway I kind of think that this is a bug. But does anybody have any ideas to make it work correctly?

Thank you,