Geodata Question

Hi
I have been trying to get Geodata working on my custom map but am having problems. The information doesn't seem to cover the entire map.
I live in canada and had GMDT download the GeoData from statcan. The file contains a large number of counties information from what I could tell.

I then try to add the nformation through the Geodata tab
I pick the map. Select my local cashe(which I dowloaded previously) and "select for map"

I finds 9 out of 1042 counties and click "create"

It seems to add data for the city of Toronto, but not for any of the surrounding smaller cities. I don't know if the program isn't added that information in because it can't find it or due to some type of error.

Can anyone offer some suggestions? Or if there is a way to force Geodata into the map then I could check the boxes for some of the unchecked counties and try added that additional geodata, though I don't know if that would work. (plus the county information is listed as numbers and I don't know what the county each number is)

Thanks