Use GDAL's ogr2ogr command-line utility. If you have a file Europe.shp
which has a spatial reference with units of degrees, then use the -clipsrc
option with decimal degrees to make a new shapefile:
ogr2ogr -clipsrc -5.8 41 10 51.5 France.shp Europe.shp
There is also an example at the ogr2ogr page with France used as an example.