Here's the steps I discovered accidentally (believe it or not)
1. Go into Single Player.
2. Go back to Main Menu.
3. Go into Multiplayer.
4. Enter ANY name at all.
5. Back to Main Menu.
6. Single Player again.
7. Click on the game you want to switch sides on.
8. Shields on top should be 'clickable' and select what major power
you want to be.
9. Smile!!!!!!!!!!!! :)

Works well when you are losing a war (with a major country)!