I suggest using either the 'Static Choices' or the 'Use Value'/'Display Value' feature in Cognos to solve this problem.
On your prompt page, where you have defined your drop down list, there are three properties.
With Static Choices, you can define a list of choices specific to this report that are always available in the drop down. This can be used instead of or in addition to using a query to fill the contents of your Dropdown tool.
Here you can set Use to 'ca' and Display to 'Canada' and the ca/Canada choice will always be available.
Now ca = 'Canada' is a fairly reusable setting, so the best solution is probably to have a table that defines Country Codes and their Names (lets refer to it as COUNTRY_CODES). Once COUNTRY_CODES is setup in framework manager, you can create a query that pulls the country codes you want the user to select from, then in the Drop Down properties under the 'Query' property, specify the query you created.
Next you go to the 'Use Value' property and select the country code field (where 'ca' is). In the 'Display Value' property select the Country Name field (where 'Canada' is).