Hello, no this is not possible as you state. But there are plenty of other ways to deal with this requirement.
Workarounds would be either to categorize contacts by country, or, if you are under Joomla! 3.1+, give every contact a country tag and show the tag index.
If you are using Joomla! 2.5 (works also under Joomla 3) and can't categorize the contacts by country or use tags, you can give each contact a country meta keyword. Then create a menu instance that will get the contacts by country keyword. You will need to duplicate that menu item for all the countries you have (hopefully not too many!).

Hello Reinhard,

the tag index will show if the 'pagination' parameter is set to 'show'. Make sure this is the case.

You are welcome!
It made me think that this is not so intuitive... So I will try and make the index independant from the pagination for the next update.