Tested with LC_ALL=sv_SE and Valhalla. The country list in rhn_register isn't translated, although it is translated in the sv.po file. I suspect this being due to an old buggy version of glade being used that puts all menu options in the same message (which isn't the correct behavior).
This is probably also the case for the title list and the state/province list (so bug 64442 is probably a dupe of this, sorry).