A few ways:
-- Do the comparison, OR'd with a check on the @Country=0 case
WHERE (a.Country = @Country OR @Country = 0)
-- compare the Country field to itself
WHERE a.Country = CASE WHEN @Country > 0 THEN @Country ELSE a.Country END
Or, use a dynamically generated statement and only add in the Country condition if appropriate. This should be most efficient in the sense that you only execute a query with the conditions that actually need to apply and can result in a better execution plan if supporting indices are in place. You would need to use parameterised SQL to prevent against SQL injection.