Well the term third world was used to describe the countries which were neither allies of West (US and its allies - which was called first world), nor East (Soviets and their allies - which were called second world) during the Cold War. So it had back then political meaning. read more
If you take into consideration that Uzbekistan and most of the Ex Soviet Republics are in development process, they are almost all considered as third world countries (and many more in Asia, Africa, South America and Central America). read more
In such countries the people are too afraid of those in power to rebel or speak out against them. Outside of the political issues, scientific and infrastrual aid can alleviate much of a developing nation's problems. In most third world nations, water is scare or extremely filthy, as education is virtually non-existant. read more