function selectCountry($country) {
  if($_SESSION['user_country'] == $country) {
    echo ' selected';
  }
}

<option value="United Kingdom" ' . selectCountry("United Kingdom") . '>United Kingdom</option>
<option value="United States" ' . selectCountry("United States") . '>United States</option>
<option value="United States Minor Outlying Islands" ' . selectCountry("United States Minor Outlying Islands") . '>United States Minor Outlying Islands</option>
<option value="Uruguay" ' . selectCountry("Uruguay") . '>Uruguay</option>

function selectCountry($country) {
    if($_SESSION['user_country'] == $country) {
        return ' selected';
    } else {
        return '';
    }
}