Hi Neil,
Actually the help article that Shinu gave you describes that can be done. If you create a table Countries which will play the role of the Categories table (in your case Belgium) and other table Continents (in your case Europe, EU, etc.) which will play the role of the Products table - you can easily use the ID of the Belgium as ParentID for the binding of the RadTreeView.
Hope this helps.
Best wishes,
Veronica Milcheva
the Telerik team
Consider using RadControls for ASP.NET AJAX (built on top of the ASP.NET AJAX framework) as a replacement for the Telerik ASP.NET Classic controls, See the product support lifecycle here.