This week's book giveaway is in the General Computing forum. We're giving away four copies of Arduino in Action and have Martin Evans, Joshua Noble, and Jordan Hochenbaum on-line! See this thread for details.
You can write your own validation rules in any class, but I think you should just use the validwhen rule. Just put validwhen in the depends list and set variable called test = (*this* != "Select Country...") or make the field required and put value of Select Country option to empty string.