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You only have to select the cities you want to target.
I may have misread the original post however I believe he was asking about countries not cities.
The answer is you have to set up separate accounts for each country you wish to cover.
You can associate these various accounts under one log-in however I've never understood how.
Each account has a separate minimum spend each month and different minimum bids.
e.g. £0.10 in the UK and Euros 0.15 in Europe.
It's a very time consuming and inefficient process.
It's also the reason that Yahoo will have a difficult time mounting any kind of serious challenge to AdSense.
... you mean Adwords? :)
No I meant AdSense.
Most of the foreign Overture accounts are just that - Overture. They have not migrated to Yahoo yet. This will prevent Yahoo from offering a consistent advertiser base on a worldwide basis to future publishers as AdSense is able to do.
Of course this applies to the whole Overture program as well. We would love to open accounts in Holland, etc. however we find that the cost of covering Germany and the UK is expensive in both cost and time. Overture's interface is very slow.