you can change the country from kies installed on your pc/laptop but youe cannot change the country in the samsung app on your mobile. as it is network based and by default it will only take your current country where you live in as default country.
Go to Settings>>Account info
If you wish to have different countries in the apps application, Open different email addresses one for each country. I usually use a simple format likeXXX@XXXXXX.XXX,XXX@XXXXXX.XXX and so forth. I use the same password XXXXX all of them as they are not real accounts i ever use.
if you selected the country in error you would have to reset the S3 and start over because it will not allow you to change it.
go to Settings>>Privacy>>Factory Data reset.
When prompted select to wipe the internal SD card.