In your first html page you have link like this
<ul><li><a href="SelectedCountry.htm">Egypt</a></li></ul>
change it to something like this
<ul><li><a href="SelectedCountry.htm?country=Egypt">Egypt</a></li></ul>
In "SelectedCountry.htm" you will need to write a javascript like the below one to get the value of country.
<script language="javascript">
function getCountry()
{
var country = new String(window.location);
index = country.indexOf("=")+1;
countryName = country.substring(index);
document.write("Selected Country : "+countryName);
}
getCountry()
</script>
Hope I understood what you meant in a correct manner.