CFSELECT QUESTION

When using htmal select tag I can show a message on the first option attribute to the user, such as: Please select a country :

<fieldset>
<select name="Countries" class="stylebox" id="Country" required>
     <option value="">Select your Country</option>   
    <CFOUTPUT QUERY="GetCountries">
    <option value="#GetCountries.country#">#GetCountries.country#</option>
    </CFOUTPUT>
</select>
</fieldset>

Is it possible to do the same thing with cfselect and how? I put down my message in the message attribute of cfselect but it doesn't work. Here is my code:

<fieldset>
<cfselect name="Countries" query="GetCountries" value="Country" required="True" multiple="No" size="1" class="stylebox" ></cfselect>
</fieldset>