At the start of the game you cant choose club and country, you have to take charge of one or the other, however when your in the game you can apply for the national jobs and you will be in charge of both.
The only way you can manage two teams from the start of the game on FM2010 is by making two different managers, however - if you want the same manager to manage both club and country you will have to wait until you are offered the other job.