World countries as Shape Files for free "qlikmap" extension
The .KML file format is an XML format used by Google Earth to describe places, paths, and polygons. The countries of the world are available in that format. The good thing with .KML is, this format is exactly the same as QlikTech's free "qlikmap" extension requires it. Therefore, you can turn the qlikmap extension with OpenStreetMap in the background, with drag and zoom features, together with the polygone map into a country heat map.
Get the "qlikmap" extension https://github.com/brianwmunz/QuickMap-QV11 (it is part of QlikView 11.2 SR5 and higher, if you use this release, you don't need to download it)