question for Analytics users.

Why does Analytics return a data set called as "not Set" – under the viewpoints of "all repors"=>> "visitor segment performance" =>"geo locations"

This screen is basically a piechart with a listing of all countries.. yet my top 17th country on this list is titled "not set" . What is not set ?? country code or what ?? What am I missing

does anyone else understand this ??

any one like to take a bash at this in this forum ??