I want nothing less than to make this thread a "the US educational system is bad" thing, but seriously... Haven't you been taught in school where the continents end?
However, the western limits of Asia are the Ural mountains, the Ural river, the Caspian Sea, the Caucasus mountains (like a line from Baku to Tiflis), the Black Sea, the Bosphorus, the Marmara Sea, the Dardanelles and the Aegaean Sea. The islands of the latter are European. Cyprus is referred to as European, at least from the political point of view.
[Edited 2003-02-13 13:43:13]
Don't cry because it's over, smile because it happened.