Sorry, I pasted the wrong script in - although the below does not work either...
<script language="javascript" type="text/javascript" src="/Shared%20Documents/jquery.SPServices-2013.01.js"></script>
<script language="javascript" type="text/javascript" src="/Shared%20Documents/jquery.SPServices-2013.01.min.js"></script>
<script language="javascript" type="text/javascript">
$(document).ready(function() {
$().SPServices.SPCascadeDropdowns({
relationshipList: "Countries",
relationshipListParentColumn: "Continent",
relationshipListChildColumn: "Country",
parentColumn: "Continent",
childColumn: "Country"
});
});
</script>