I was always taught (from textbooks, profs, etc) to use "en" with French countries/states/provinces that end in -e or start with a vowel sound and are singular. "Aux" with plural names, and au for the rest--with the exception of Mexique which uses "au" though it ends in -e. Oh, and à with cities.
Is this "dans le" thing a change in how the language is done or a regional peculiarity or what?