$(document).ready(function(){
    $('#targets').submit(function() {
        var error = 0;
        var country = $('#country').val();

        if (country == '0') {
            error = 1;
            alert('You should select a country.');
        }

        if (error) {
            return false;
        } else {
            return true;
        }

    });
});
        

Select
Sri Lanka
India
United Kingdom