choose? Excluding shipping or including shipping

Where can I choose?

All prices are entered including tax. Excluding shipping

or

All prices are entered including tax. including shipping

Do you mean a notification? You can enable this option in admin area > configuration > cataglo settings > advanced mode > see "tax" block ("Display tax/shipping info (footer)", etc).

All these locales are editable in admin area > configuration > language details page > string resources > search by ".taxshipping." resource name