It was not actually the first Western (as opposed to merely Western European) nation to fall, though; that was Albania. Albania was once Christian. For a variety of reasons, when Albania was subjugated along with other nations in the area, Albania became Mohammedean whereas other Balkan colonies of the Ottoman remained loyal to the Faith.
Sadly, Albania no longer deserves to be considered part of Europe.
But you don't oppose the statement above?
I agree on the question of Albania, but what I meant (and what the discussion was about) was a contemporary process, not ancient history.