How do I change the name of the country that is already on my profile

I would like to edit the name of the country on my profile,I have done this before but Ijust cant remember how...DOH!,can anyone help me with this plz ??

Click on your profile, then the "Edit Profile" link under your avatar. A list of options will appear at the top of the screen (below the bar with the tabs), choose the one that says "Location" The first drop down box under that link gives you the option to change your country.