Is ICJ at The Hague in the Netherlands? (off topic)

[Bapopik at AOL.COM]

    Maybe Fred Shapiro can answer this.
    One of the questions on WHO WANTS TO BE A MILLIONAIRE? a few hours ago
was "In what country is the Lockerbie trial taking place?"  The "correct"
answer was The Netherlands.  The trial is taking place at the International
Court of Justice, at The Hague.
    I visited there.  I was told that the ICJ is, technically, not in any
country.  The land belongs to the United Nations.  The ICJ is NOT in The
Netherlands.  True?
    Did Regis blow another one?