Add another td and put your label in that column, you can adjust the width accordingly.
<td>>
Promo Country:
</td>
<td >
<asp:CheckBoxList ID="cblCountryAdd" runat="server" AutoPostBack="True"
DataSourceID="odsCountries" DataTextField="Name" DataValueField="Country_Code"
onselectedindexchanged="cblCountryAdd_SelectedIndexChanged">
</asp:CheckBoxList>
</td>
<td>
<asp:Label ID="lblCountryAdd" runat="server" ForeColor="Red"></asp:Label>
</td>