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I am trying to access the (Shipping Methods) page in the admin panel of my Magento website.
Every time I click to access the shipping methods I get a blank page! Because of this issue, I can't set the flat rate, FedEx, DHL or other options listed there.
Shipping Methods can be found in the admin panel at System > Configuration > Sales.
Ok, continued this as an answer, as comments would not give enough space.
As mentioned in my comments, you are most likely experiencing a hard fail (exception) in PHP. You need to see the PHP error log to find what that exception is.
You can also look at the magento logs (located in /var/log) to see if there is anything in there, but I doubt it - blank screen is indicative of a PHP exception.
As per your further comments, you don't know where the logs are located. I cannot tell you, as there are too many variables concerning your server environment that is unknown to me. You best best there is to make contact with your service provider support team.
There is another way, but is a last resort, as making a mistake can bring the entire site down.
It involves editing your index.php file and enabling the display of PHP errors to the browser. Doing this is not recommended on a live system, but in your case doing it for a bit, finding the error, and then reverting the change should not affect your store frontend.
So, what you want to do is edit index.php (located in the root of the site folder)
In the file you will see a line:
#ini_set('display_errors', 1);
remove the # from the front of the line. save.
Then browse to the admin area. If this works, PHP will output the exception to the browser.
Once you have done that, edit index.php again, and place back the # in front of the line.
