Will,
I believe that only FIRs/UIRs can be excluded, not countries. Having said that, some countries are only one FIR/UIR (like Syria, Czech Republic, Belgium, or the UAE). But for nations such as the USA, Russia, Germany, or Canada, you need to prohibit each FIR/UIR.
You can actually prohibit also airways, waypoints, navaids, and sub-routes. In your Configuration setting, click on Planning / Units and this way you permanently prohibit these areas.
On "ad-hoc" basis, you can prohibit the same, when you choose Advanced Route Finder tool.
Cheers,
Andrej