I don't know why everyone seems to naturally refer to "the Ukraine", but I catch myself doing it, too. Grammatically, it's incorrect. Ukraine is a proper name, just like Russia or China. You wouldn't say, "I'm going to the Russia", would you? No, you would say, "I'm going to Russia". Same thing for Ukraine.
We do say "the United States" because it's referring to a plural, a collection of states. But Ukraine is a single country, so no "the"!
There you go, your grammar lesson for the day. :)
|Map of Ukraine|