The by-country filters are not blacklists. A blacklist only includes known spammer servers. The by-country filters include ALL addresses known to be in a particular country. As such, you should only use the by-country filters if you do not have any correspondents who live in that country.
Additionally, please note that Blackberry is headquartered in Canada. If you correspond with people who use Blackberries, do NOT turn on the Canada filter.