If you want to block IP addresses by Country on a Windows Server then you can do so with these scripts and utilites, the WS2008R2 VBScript works very well and is a little easier to setup thanks to the new WS2008R2 firewall. For WS2003 you can use the IISIP utility which essentially does the same, however due to the firewall limitations in 2003 this uses IIS to deny and you have to create and edit some XML files, fairly easy really.
These would be suited for a server running IIS in a DMZ or something similar and it would obviously be better to do this at the firewall level, however in many cases this may not be available if you server is hosted or the hardware based firewall does not have this sort of functionality.
Bulk import IPs for blocking in WS2008R2 Firewall:
Download VB Script from whitesites: http://blog.whitesites.com/blogs/files/WhiteSites-Batch-IP-Firewall-Script_634465934264843750.zip
IISIP for Windows Server 2003: