Here's the steps for modifying the ConfigServer Security & Firewall (CSF):
1. Open the WHM for your serverScroll to the bottom left and find the "ConfigServer Security&Firewall"
2. Click the "Firewall Configuration" button
3. Scroll down the page about 1/3 (or use the FIND in your browser) to the section with "CC_DENY". These are comma separated list of 2 letter Country Codes. Here's a link to the codes - http://www.worldatlas.com/aatlas/ctycodes.htm So for every country you want to deny, you just enter those letters in the field (separated by a comma).
The alternate way is to use the "CC_ALLOW_FILTER" and enter only the countries you want to ALLOW access to. We do not recommend using the CC_ALLOW option as this allows users to bypass the filtering done on the firewall when checking for spammers and hackers. If you use the CC_ALLOW_FILTER, the filtering will still work.
4. Once you're done, scroll to the bottom of the page and click CHANGE. This will restart the firewall, and you're now all set to go.