The state select list is static so the values are in the list directly. You can just update them to fit your needs. You can select the list and go into split or code view to edit the values.
You should start with the first state you can select:
php:
<option value="AL" <?php if (!(strcmp("AL", (ValidatedField("usersRegistration","UserState"))))) {echo "selected=\"selected\"";} ?>>Alabama</option>
You would update this to your first County like this:
php:
<option value="your county abbreviation" <?php if (!(strcmp("your county abbreviation", (ValidatedField("usersRegistration","UserState"))))) {echo "selected=\"selected\"";} ?>>your country name</option>
You would then want to repeat this and ensure that there is a selection for each county. You can overwrite the existing state values or just add your own in and get rid of the states after the fact.
