When this asks for the country and zip code, it is asking for help with the Zap2it guide, which is a 3rd party application we use as kind of a quick guide. Zap2it doesn't have a guide for Germany, so what I would suggest to do is pick the US or Canada and just use a random zip/postal code from that area. This way, you can complete the setup and get the Slingbox running.
I hope this helps!!