nah
sounds more like you are not reloading the tables in precendence order
you will need to make sure that your tables go in the correct sequence to maintain the key integrity.

I would have thought your restore sequence should be
Country
State
City
Member

optionally I think you can switch key constraints on or off as you perform this type of process.. but Im not sure Id reccomend it.. although it can make a significant amount of difference to backup/restore times