Arif,
 >All dominions in british commonwealth are thought to be countries and not 
>protectorates though their leader is the Queen.
 
There is no question that they are different countries. This was 
established by the 1931 convention that created the 'Commonwealth of 
Nations' from the former dominions of Australia, Canada, New Zealand, South 
Africa and the Irish Free State (although Ireland never ratified the 
decision and became a republic in 1937). Whilst the UK still retained the 
theoretical right to pass certain legislation over these countries, these 
rights were gradually abrogated over the years. Indeed, the Canada Act of 
1980 and the Australia Acts of 1986 removed any remaining vestiges of 
jurisdiction by the UK Parliament over these countries (I think this 
happened much earlier for South Africa).
The fact that the UK (plus overseas territories) and twenty or so other 
countries have the same head of state, is irrelevant to their status as 
independent countries. Whilst it's true that certain other legal ties still 
exist, such as right of appeal to the Privy Council (which is group of 
advisors to the monarch who are drawn from the Commonwealth nations), the 
decision to maintain such ties is up to each country in the same way that 
countries choose to join the EU etc..
I would agree that some countries such as Monaco and the Vatican are not 
truly independent as their continued existence depends on a treaty with 
another country. In the case of Monaco, under the terms of a treaty signed 
in (I believe) the 1920s, the incumbent monarch must produce a male heir to 
the throne, otherwise the country will become part of France. In the case 
of the Vatican, I believe that Italy is responsible for security (other 
than the Papal Guard).
 >We have assumed boundaries between the Germanys though they were only a 
>zone divider.
 
Were West and East Germany not considered to be separate countries? I 
thought this was established sometime in the early-1970s.
 >Do you ever hear anybody saying that the MANY border is not a state border 
>as Massachusetts is actually a commonwealth?
 
I'm not an expert on US constitutional issues, but I think this is more of 
a semantic distinction rather than a legal one. The US constitution does 
not mention commonwealths or republics, so presumably Massachusetts (and 
Virginia for that matter) would not be part of the USA if they were not 
considered to be states.
 >Even Honk Kong was generally assumed to have a boundary with China even 
>though much of it was leases
 
I think it actually had two boundaries. An international boundary 
demarcated the sovereign territory (Hong Kong and Kowloon) that was 
originally ceded in perpetuity, and I guess an administrative boundary 
demarcated the New Territories and China proper.
Regards,
Kevin Meynell