As epatel said, you don't need to release that particular string. If you wanted to be more proactive, you could do this instead:

-(NSMutableArray *) getPaises {

    NSMutableArray * paises;

    paises = [[[NSMutableArray alloc] init] autorelease];

    while( get new row ) {

        NSString *aPais =  [[NSString alloc] initWithUTF8String:(char *)sqlite3_column_text(compiledStatement, 0)];

        [paises addObject:aPais];

        [aPais release];

    }

    return paises;

}

In summary:

• [[NSString alloc] initWith...] -> You must release or autorelease.

• [NSString stringWith...] -> No need to release.

-- Edit: Added autorelease for paises, as you are returning it. When you return an object, always autorelease it if you have alloc&init'd it.