Entering panel-data (cross-sectional time-series data) into SPSS for regression

I am kind of desperate as I dont know how to enter pooled data (I have data about 42 countries over 7 years per variable) into SPSS and then run a regression.

So far SPSS does not assign the observations to a certain country and year and rather treats each variable as independent. How do I tell SPSS that I have 42 observations (one for each country) for 7 years per variable and not 294 (7*42) observations?

I've been looking at interaction variables and think this might be the key. Do I need an interaction term (Country*Year*Variable)?

Once I manage to enter this correctly, 4 independent variables make up one latent variable which is supposed to have an effect on one dependent variable. I will use SPSS Amos for this purpose.

I would appreciate your help very much as I've been trying to figure this out for days :/ Thank you in advance.