I managed to change this by amending the code a wee bit.
Goto the php file in the Edit Plugins section (visual-form-builder/visual-form-builder.php
Search for the section regarding the list of countries … something like
<option selected=”selected” value=””></option>’;
and put the Country in between the two ” ” at value so that it looks like this example
<option selected=”selected” value=”United Kingdom”></option>’;
This may not work on all browsers but many of them are ok.