Well, I live in the country next to Belgium - been there a few times.
Do you know where you are going yet there? IF you are going to Antwerp thats a beautiful city with loads to do (actually going there next week with my boyfriend for our 2 year anniversary).
Not much does and don'ts to be honest - pretty liberal country.
While you are there, you do have to try a belgian waffle - but look for a decent place, they are delicious. If your married, bring home some begian chocolates (thats what they are famous for) and that should earn you loads of brownie points
I'll let you know some places in Antwerp after next weekend...
Oh and it is the diamond capital of the world... so you'll see alot of nice jems.