ok, that shouldnt be too hard:
You got three possibilities
a) First, use a database to store the intermediate values (not really interesting here)
b) Use a session. This is entirely feasible (but still somewhat too elaborate here, imo)
c) Pass the values by using a query string attached to your URL. The simplest solution here, imo.
First, change your onChange event to a javascript function that creates the query string, then redirects to the same page (the string should look sth like ?Country=....&County=....&......)
with the query string attached. Then, use either $GET["Country"] or else HTTP_GET_VARS[....] depending on your PHP version to retrieve the values.
Be sure to define default values in case that the page is called without a valid query string.
This would look sth like that: $countryVal = isset($GET["Country"]) ? $_GET["Country"] : $yourDefault;