I am not sure if this can be derived via setup, however you can have a look. My option would be to make a small modification to the .jsp page and make a check that if US is selected as a country the customer will have to enter the county.
You can do so by a simple java script on the page where they enter it and if you want to make it really nice you can create a check that when the information in posted to the server from the browser you verify that county is filled when the country is US. If this is the case just go ahead if not present a message to the user and request him to complete the form correctly.
If you need any help with the java script or the JSP coding just let us know and we can have a look.