CE680 crew is dispatched to Columbus; MS but mistakenly programs Columbus; GA into the FMC. A track deviation occured and the crew was corrected by ATC.

Narrative

We were dispatched to Columbus; MS (UBS). I mistakenly thought we were going to Columbus; GA (CSG). I have previously been to neither airport and did not verify that I was pulling the proper approach plates. Once I made that error there did not appear to be anything that I was going to be able to do that would stop it. Somehow I got it in my head that we were going to GA and not MS and thus programmed the box as such. The routing was correct until (BNA) Nashville; TN. after that it was direct to the airport. Very soon after turning at BNA the Controller told us to make a right turn (approx 100 degree heading change) The Controller vectored us for about 5 minutes and then gave us direct to the airport. During that time we figured out that I had programmed the wrong airport into the FMS. When I was first programming the FMS on the ground; I thought it was a little odd that there were no fixes between BNA and the airport. It was a little over 200 miles. I looked to make sure that I was not missing any fixes and I was not; I just had the wrong airport in box.As this was an airport I had never been to before I should have taken the time to verify from the brief sheets and or the flight release that I was in fact pulling the proper approach plates and subsequently programming the FMS correctly. The PIC checked the waypoints but assumed that I had the destination airport in the box correctly. He indicated he had never been to this airport either. Carefully verifying and not assuming anything would have prevented this error.