Hi, I want to be able to download, for free or to purchase, from the
same source, four
data files:
 
1. Continents 
- a file of the continents of the world 
- continent names in english 
- contains a unique identifier for the continent, that is found in the
next file, Countries...
- this file would be a 'nice-to-have' - I can live without it if not
available
 
2. Countries 
- a file of all of the countries of the world 
- country names in English 
- each record must have a reference to the continent it belongs to (If
Continents file provided)
 
3. Administrative Divisions (e.g State or Province etc) 
- a file of all of the Adminitstrative Divisions in the world 
- division names in English, not native 
- each record must have a reference to the country it belongs to 
 
4. Cities 
- a file of all of the cities of the world 
- city names in English 
- each record must include a reference to the Administrative Division
it belongs to
- each record must include the population size of the city 

Examples (I must be able to find these values in the files):

Europe//Germany//Bavaria//Munich
Middle-East//Israel//Jerusalem//Jerusalem

If you can find a source that provides this exact data (preferably for
free!) then I will be happy to pay the price

good luck!
Scott

ps - I have tried http://www.meridianworlddata.com/Product-Overview.asp?ItemID=731
but they do not have the names in English, native only

It sounds to me like you need the Digital Chart of the World data
files.  You can buy them for $250 at
http://gisstore.esri.com/acb/showdetl.cfm?&Product_ID=313 - or go to
your nearest map library and copy it from their CDs.  While the data
is for mapping, the GIS datasets are in database format.  I have
opened such data in the past in Microsoft Access and filtered for what
I wanted (e.g. countries, states, towns).

Have a look at the Nations Online Project, there may some of your wishes come true.
The rest is hard work :-)

http://www.nationsonline.org/

--more bandwidth for the mind--

nations-ga - I have searched through the site but didn't see anywhere
that I could download the data in the format I need. Did you
specifically see the data somewhere??

acorn-ga - thanks for you suggestion... I am contacting esri to
findout whether they have what I need... at this stage I can't find
anywhere on the site that says they have exactly what I need

Unfortunately ESRI did not have the data as I need it

I know a site that may help:
http://earthtrends.wri.org/