Using just a web service to bind data to dropdown list

I am very new to c# and .ASP so web services are pretty hard right now. I am trying to get all country names in a dropdown list using this http://webservices.oorsprong.org/websamples.countryinfo/CountryInfoService.wso?wsdl web server. I can find country flag and capital by typing the name of the country. I looked on internet and everybody is using sql database but i don't have one. Any help will be great.