Hi Rodney;
One way to break up the list is by adding the break lines
1. Edit the Values of your Field (the type of which is "Select")
2. Go to Advanced Editor
3. Add break lines wherever you want to put divider and Save.
This shall make the Field drop down look like this -
However, this(the break lines) remains a selectable field. To resist someone selecting this field, you'll require some JS...but, we never really select "----" while selecting countries.
Hope this helps!