I didn't actively tell them anything. Near as I can remember, they inferred my country from my IP address when I purchased the game. In fact, I attempted to tell them that I was in the U.S. and pay with my U.S. credit card, but their billing system would not accept it. The only way I could get the transaction to go through was to use my Australian card and its associated Australian address.

Are you saying that if I had changed my account country after purchase but before download, I could have gotten the non-censored version? And will it work if I switch it now and then re-download the game? If so then I might just switch versions, if there's a way to do it without losing all my save-games.

It might have had to be before purchase. Here's the news article:
http://www.gog.com/en/news/gog_updates_privacy_policy_will_no_longer_use_geo_ip_to_determine_your_region

As far as I can tell, you must have paid before they dropped the IP check.

I couldn't comment on whether the saves would carry over.

EDIT: They dropped the IP check on 09/05/2011, the game was released on 17/05/2011 so I'm pretty sure they must have already dropped the IP check by the time you ordered. I can only assume it was a different problem preventing your payment going through.