Here is a file where I extruded some 2d dxf continents into solids, the used flow to apply them to a sphere.. You can boolean dif these from the sphere if you want. You can see how it was setup.

Link on skydrive: https://skydrive.live.com/redir.aspx?cid=641344b395278ed0&resid=641344B395278ED0!190&parid=641344B395278ED0!189&authkey=!ANbUKd_vWyml4tc