Paste your list into a constant. When your app starts, parse the list into a Dictionary where the key is the country name. When your user chooses from the list, lookup their choice in the Dictionary.
If they will be choosing from a popup menu, you can create a CountryPopupMenu subclass that does this work for you so you can reuse it easily.
Errr, not the most reliable way to do that.
Given your code from the post above:
dim sSanitizedCountryString as String = ReplaceLineEndings(App.Countries, EndOfLine)
dim arsCountryList() as String = Split(sSanitizedCountryString, EndOfLine)
The ReplaceLineEndings function accounts for and fixes line endings from whatever system put them there.