County Data not showing on the drop down list

I could not get the county data shown in the selection list.

The steps I took so far:

1. go to the Administer -> Configure -> Global Settings -> Address settings to enable the county field
2. add a county field into the organization profile, set all contacts fields to "work" type

But when I go the profile page to add a new org, nothing shown in county drop down list. I actually had the sample data loaded in the database and I checked, these counties are in the county table. It did not work in anywhere after I had county data enabled in civicrm actually.