Go to "common" folder in“C:\Program Files\Paradox Interactive\Hearts of Iron III\”.
Open the “bookmarks.txt” file with Notepad program.
All Scenario (From 1936 to 1944) have different flag options.
If you change country TAG in “country = TAG”, Country Flag will be changed.
If you want to see country TAG. Go to "countries" folder in “C:\Program Files\Paradox Interactive\Hearts of Iron III\history\”.
