GeogXPert

GeogXPert is a free educational/quiz program that tests your knowledge of countries, capitals, states, etc.
You can see the individually coloured countries.

The red dots are the capitals. None of the names of the countries or capitals is filled in - the idea is for you to guess them.
To take a guess at naming the country, click on it, and a dialogue box will open. Type in your answer...
GeogXPert keeps a tally of your score so you can see how well you've done.