I come from a third world country as well (Sri Lanka), and there's pretty much 2 ways to become a pilot. Go to Europe, U.S., Australia etc. or join the Air Force. Usually, those who acquire their ratings in another country come back and work as Cadet pilots for the airline, and eventually become first officers. Really, there is no other way since the cost of living is way too high and unless you are ridiculously loaded, learning to fly is just out of the question. When I was there, I was strongly thinking about the Air Force, but I was fortunate to come here and it took me about 8 years to actually begin. So it's not easy either way. Good luck. Like some of the above posters said, your best bet is to look overseas, and perhaps you might want to do some research (talk to some people) in finding out what opportunities are available. Good luck and if you have a true passion for aviation, don't give it up. Be patient, keep researching, keep trying, the doors will open eventually.

p.s. You might want to try pprune.org