Zonal Statistics

[AnLat]

Hi,

I am trying to calculate zonal statistics using as feature zone the world borders (http://thematicmapping.org/downloads/world_borders.php) and as input raster average annual precipitation (http://webarchive.iiasa.ac.at/Research/LUC/GAEZ/plt/plates.htm     PLATE 1). (I want statistics for the ISO 3 field)
I reproject both file to a World_Cylindrical_Equal_Area projection so as not to have minimum area distortions and I am trying to calculate zonal statistics.

However this does not work!

I tried to convert polygon to raster (using as a field the ISO3) and then do zonal statistics (same as above) but this does not work either.

Can please someone help?

Thanks in advance!