Kudos, Laurie, Denmark is country #2! Now, which of the ones in Roger's compilation (a monarchy, too) shares this border? (Tricky geography...)
[To approach - which countries in Roger's compilation are monarchies?]
My last hint may hopefully inspire (and it has nothing to do with the composer being from the kingdom of Belgium): http://www.dailymotion.com/video/xxw0gg_...deo/xxw0gg