I understand that you have the Slingbox 500 and are wondering which country to select on Slingbox.com. The Slingbox 500 was only released in the US and Canada at this time, so that is why you only have the two choices. However, you can always try a custom remote if your cable box is not listed through Setup.
Here is an article from our support site with more information about custom remotes:
Hope this helps!
The Sling Moderation Team
However, you can always try a custom remote if your cable box is not listed through Setup.
I don't think that was Mark's question. As I understand it he was asking if the choice of just USA or Canada was going to be a problem, he never mentioned the remote.
For Mark, the answer is no, the ONLY reason for that question is to setup the Channel Guides. These have never been available outside the USA/Canada so it's a bit academic. Just 'lie' to the box and select USA and a random ZIP code (I use 90210) to get past that menu.
As for your satellite box, the 350/500 series seem to use the same manufacturer/Model database as the European Pro-HD so you should be able to find it.