Maybe this is what you are looking for. I used different names, but you'll figure it out :)
Public Class clsContent
Public Name As String
Public listOfCounteries As List(Of clsCountry)
End Class
Public Class clsCountry
Public countryName As String
End Class
Class Program
Private Shared Sub Main(args As String())
Dim _countryEgypt As New clsCountry()
_countryEgypt.countryName = "Egypt"
Dim _countrySudan As New clsCountry()
_countrySudan.countryName = "Sudan"
Dim _cont As New clsContent()
_cont.Name = "Africa"
_cont.listOfCounteries = New List(Of clsCountry)()
_cont.listOfCounteries.Add(_countryEgypt)
_cont.listOfCounteries.Add(_countrySudan)
Dim _listOfContenents As New List(Of clsContent)()
_listOfContenents.Add(_cont)
Console.WriteLine((("Contenent: " + _listOfContenents(0).Name & " Country 1: ") + _listOfContenents(0).listOfCounteries(0).countryName & " Country 2: ") + _listOfContenents(0).listOfCounteries(1).countryName)
Console.Read()
End Sub
End Class