I want to check that people who registrates in my site and check in country box , for example, Argentina is really living in Argentina. How can I make sure that people is really living in that country and not access to my site via proxy or VPN?
There's no way to guarantee where a person is based on their IP address. You can get a reasonable guess from GeoIP info. But you cannot ever really be sure. You can mess around with headers trying to guess if a proxy is being used, but headers might not always be there.
So, unless you have some legal reason to do this (for example, hosting content you're only licensed to make available in certain countries), or just want to annoy potential users who might be surfing via their company's VPN or remote desktop that happens to be hosted outside the country, I wouldnt even waste my time with it.