Using full names in dropdown list

Hello Everyone,

I use Excel 2003 on Windows xp

This is my question:

I have these 3 Regions (the group name is, Regions) as a dropdown list in I4
Americas
AsiaPacificRegion
EuropeMiddleEastAndAfrica

I have a dropdown list dependand on this one containing 196 Countries divided over these 3 Regions. currently =INDIRECT(I4) in the cell J4
What code could do this? (thus a space before every capital letter exept the first of course, and a - between MiddleEast) I really do not know how that works (i do know it is possible) Please explain widely.

Thank you in Advance