Well title says it well.
I'd like to know how to draw the countries themselves and the regions with in them. A link to a tut would be fine too.
I ask this because well anytime I draw a boundary I feel it is too round.
As far as political boundaries, you can go with a mix of terrain-based and arbitrary lines. Some features make natural barriers that could sensibly have been the edge of somebody's territory - a river or a ridgeline. Impassable mountains could easily have different political units on either side, even if both are part of a larger political entity.
When a land has been long settled and has seen territory change hands many times, the edges of a political unit could look totally random - all of Johnson's farm, then eastward along the old Druesh Barony, then for four kilometers down the center of the King's Post Road - that sort of 'random'. Another arbitrary border could be geometric lines - "along the 44th parallel" or "the line connecting Druid's Peak with The Riggernhorn". There's even boundaries based on a certain radius from a city center.
If all that's too ordinary, there's the potential for subsequent modifications... take the several places along the Mississippi River where a state's border was defined as the west bank as of a certain date. That very twisty river later could (and did) shift its course, leaving loops and slivers of the former east-bank state isolated on the western bank. In other places the definition might have been "the center of the main channel (no matter what)" - in an extreme case a whole city might swap back and forth on such a technicality. Or take the case of surveying errors - there's places where a straight line was defined, intending to tough the edge of a part of a circle - but subsequent better surveys made the join inexact, calling for a later renegotiation.
Then there's the fact too often ignored that territorial ownership need not be attached. Look at the multitude of German states in the 1500's and 1600's - a patchwork of discontinuous chunks. Those could arise from dynastic marriages and from split-ups of multiple heirs.
If by "too round" you mean too smooth, not "realistically randomly jagged", then first determine where some of your rivers and mountains lie, then follow them. Add some more seemingly jaggy connections, figuring that the cease-fire-line of the Treaty Of 2716 was wherever the trenches were, and wherever the lance corps had held vs. fled. Do a little basic imagining of what lands lay across your map BEFORE the current set. Maybe it was all one empire ruled from afar, and that bureaucracy's cartographers divided part of "those distant and worthless lands" in simple geometric shapes. Elsewhere they may have drawn arbitrary lines where they assumed control, and subsequent "ground truth" proved major tribes, people groups, and other divisions lay sprawled across the neat colonial masters' borders -- see the whole history of Africa for 300 years.
Some blobby, "roundish" borders are fine - in an earlier day when knowledge of the borders one claimed were sketchy, a swoop through the middle of Ye Olde Impenetrable Swampe might have been totally adequate. Only when oil gets discovered beneath said swamp, or taxpayers settle its islands, does a more precise border become necessary.
Depending on the situation, you might consider not drawing borders at all. Use the names, symbols, or whatever to give an idea of the centers of the regions but don't sweat the boundaries.