European ppl Call their country *A STATE*

From dictionary.com

[quote]
state
[steyt]
noun
...
a politically unified people occupying a definite territory; nation.
the territory, or one of the territories, of a government.
(sometimes initial capital letter)any of the bodies politic which together make up a federal union, as in the United States of America.
the body politic as organized for civil rule and government (distinguished from church).
the operations or activities of a central civil government:
affairs of state. [/quote]

I'd normally say state to mean the government or political/judicial body.