Somalia is located in a region know as the Horn of Africa. The bit that sticks out on the right. The Somalia region is made up of former european colonies. Somalia (Italian) Somaliland (British) and Djuboti (French).
There is still a lot of fighting in Somalia so I wouldn't go there unless you have to. Somaliland on the other hand is very peaceful. The country is not recognised by the international community, so you won't find it on a map. But you can fly there from Ethiopia and a couple of other places, to Hergasa, the capital, and I have been there so it does exsist.
Great country, civil society, everything you expect from an emerging country. shops, markets, great food, and really cheap. Stayed at the Mansoor hotel, for $30 a night, excellent hotel, roughly a 4-5 Star. Food is excellent. Ate lobster for about $6, fab! Visit beaches in Berbera, see the beautiful country side. Check out the camel market, pretty mental. Enjoy!