Adding Provinces and States by country

[cflo]

Would anyone know if there is any way I can add Canadian Provinces and US States in the Admin Edit States menu without them all mixing up alphabetically?

See attached screen cap, the US and Provinces are all mixed up.

I simply want to show both US and Canadian in order by country.
Like this: http://www.thefixor.com/help/StateProv.html

Any help would be much appreciated!