To the best of my knowledge - nothing - you may run into support issues, with support people saying we don't support that firmware, but none of the firmware releases so far have had anything to either tie it to a given country, or to exclude a give country.
I started with ver 1.02 and have upgraded as the new releases have come out, I'm currently running the latest 1.10 whatever and live in a country that DLink has never heard of - my one attempt to contact tech support resulted in them telling me they couldn't provide me with support because I was not in the US, which I told them was of no relevance since we were discussing a US market product purchased in the US, and running US firmware.