What countries did the ancient Roman's conquered?

There's a problem about that. In ancient times there weren't the countries we know today... the question would be, which territories the ancient Roman Empire enclosed.
"http://www.michaelmaxwolf.de/antike/ROM/karte_roemisches_reich.htm" - this is an address in the net to have a look at the biggest expansion the ancient roman empire had in the year 117 AD (checked the 1st of April 2008 - map working 3:41 a.m. MEZ+1).

You can see the expansion from the handrian's wall (I guess that's the name) in Scotland to the south (north Africa), enclosing territories of today's marocco, lybia, Tunisia, Egypt to the irak... and they were in Israel, too (Jerusalem... ever heared of Pontius Pilatus, the story of Jesus and his disciples, etc., etc., etc. - also reported by roman historians of that time).

The expansion goes further from west (today's Portugal) to Hispania (Spain), Gallia (France), Italia (of course, Italy is the roman homeland ;-) ). It enclosed the territory of Greece, too - that remarkable, as Greece was the world power before the roman empire raised. It encloses the zone of today's former Yugoslavia (Macedonia was an ancient power, too) and Turkey (east roman empire in Alexandria - today's Istanbul).

A further point is the border to the north, towards the Germans (not "the" Germans of today - called like that in English).

The ancient roman empire enclosed nowadays Belgium, towards Holland, Austria and Switzerland - just at the border to Germania (that's why other nations have another name for calling nowadays Germans... they don't say Germans... but i.e. tedeschi (in Italian) meaning teutons... or Deutsche (in German!!!) meaning the same - teutons are one of quite a few German tribes...).

So don't be confused... but Austria and Switzerland have a lot of ancient German roots, too... but they aren't teutons... dispite of these exceptions the territory occupied by the ancient roman empire can be identified if you look at the languages they speak nowadays... all derived from ancient latin... till the far east of today's Romania (that's a real nomen est omen). ;-)