I did it man thanks very much you were a great help to me , now only one thing remains how to include the country value in the search

Ok. Let us split that solution from the grouping issue.

1. Choose again Generate New,  Enable the Search option and generate the XSLT
2. Look for the template "Searchform". Replace the input type text with the list box, but remain the name!
3. Replace inde the template with matches /Udt:userDefinedtable
   <xsl:variable name="currentData" select="udt:Data[contains(*[name()=$searchColumns][1],$search) or contains(*[name()=$searchColumns][2],$search) or contains(*[name()=$searchColumns][3],$search) or contains(*[name()=$searchColumns][4],$search) or contains(*[name()=$searchColumns][5],$search)]" />
   with
   <xsl:variable name="currentData" select="udt:Data[udt:Country= $search]" />

I suggest to add a second variable $searchCompanyName, set it up like the other one. 

The filter term would then look like:
<xsl:variable name="currentData" select="udt:Data[udt:Country= $search and contains(udt:CompanyName,$searchCompanyName)] " />

The downside with that approach is that the search for company's name will be case sensitiv.