Confusingly, there are two 'Congo's.
The Democratic Republic of the Congo (also known as 'Congo-Kinshasa') is a very large central African country:
http://en.wikipedia.org/wiki/File:LocationDRCo ngo.svg
The Republic of the Congo (also known as 'Congo-Brazzaville') is much smaller, and lies to the north-west of Congo-Kinshasa:
http://en.wikipedia.org/wiki/File:LocationRepu bliqueDuCongo.svg
Borneo isn't a country. It's a massive island, containing parts of Indonesia and Malaysia, and the whole of Brunei.
http://en.wikipedia.org/wiki/File:Borneo2_map_ english_names.PNG
The island lies (very roughly) midway between China and Australia.
I can think of no connection whatsoever between the island of Borneo and either of the two African states bearing the name 'Congo'.
Chris