In most cases the problem appears when there are IP addresses from local network in your log files. You can check for which IP addresses there is an "Unknown" country listed in the Visitors > Hosts report.
It's not possible to determine country for local network addresses using the built-in IP-to-country database. However, you can specify country for your local IPs manually in Options > Analysis > Geolocation.
If you use an older version of the program and/or old geolocation databases, you should also download the latest city and state database (it contains information on countries too) from http://www.weblogexpert.com/download.htm and install it.
It's not possible to determine country for local network addresses using the built-in IP-to-country database. However, you can specify country for your local IPs manually in Options > Analysis > Geolocation.
If you use an older version of the program and/or old geolocation databases, you should also download the latest city and state database (it contains information on countries too) from http://www.weblogexpert.com/download.htm and install it.