I don't use the online version. But if you'll look on the screen (or maybe a screen before) you enter your address information, you have to select address type; be it foreign or US. This has nothing to do with your "foreign country" selection, and is completely separate from that.
In the Personal Info section, scroll to the bottom of the "State of Residence" drop-down box and you'll see "Foreign or U.S. Possession." Make that selection and you should be OK.
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