You must modify the NFWR.exe.config with notepad++ or Right click on top of the file and select {Edit in notepad}
<appSettings>
    <add key="data" value="C:\\VS-Projects\\Windows-DEV\\Firewall-Rules\\NetstairFWRules\\data\\"/>
</appSettings>

Key must always be "data"
Value to your data path use the double back-slash 

<add key="data" value="C:\\VS-Projects\\Windows-DEV\\Firewall-Rules\\NetstairFWRules\\data\\"/>

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The country zone file name must always be as follow
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{country name} + {.} + {zone} + {.txt}

For Instance the country "China" the name of the file should be {china.zone.txt}

And it must contains all the IP addresses belonging to that country.

You can get the country zone IP addresses which you can get free from IPDeny.com


