As AndroidSPCS has said, there isn't a country setting, but the keyboard/language setting can easily be changed.
Generally speaking, HTC will release 1 generic, world wide firmware, and the various countries network operators will tweak it their needs. They may localise it to their specific country.
The only exception (I believe) being India, their gingerbread firmware has version number 2.37.XXX.X, where as the HTC rom for the rest of the world is 2.36.405.8.