If you just need to get the "n" value, see if this helps.
Dim iSelectedN As Integer = 0 '// stores the "n" value for use.
For n As Integer = 1 To 24
iSelectedN = n '// set value from loop.
With Form2.PictureBoxn
Select Case f1data(n).countries
Case "GER"
.Image = New System.Drawing.Bitmap("\bin\flags\de.gif")
Exit For '// Exit the For/Next loop since done.
Case "AUS"
.Image = New System.Drawing.Bitmap("\bin\flags\au.gif")
Exit For '// Exit the For/Next loop since done.
Case "GBR"
.Image = New System.Drawing.Bitmap("\bin\flags\gb.gif")
Exit For '// Exit the For/Next loop since done.
'// etc...
End Select
End With
Next
MsgBox("n = " & iSelectedN.ToString)