drop down only

You can create your own drop down. Add a drop down field to your form. When editing that field, click the "Bulk Add / Predefined Choices" button. You will have some drop down lists which are included with Gravity Forms. There is a "Countries" selection present. Click that, which will move the items over to the right side then click "Insert Choices". That will add a drop down list of countries to your form.

If that list is not sufficient, you can edit the list and save it as a new custom choice. Let us know if that works for you.