Changing the system language is some what tricky in Windows XP. You will face this problem if you get a computer from another country which already set up the system language to some thing else than what you use.
#1 Change the language settings from Control Panel
Go to Control Panel
Double click Regional and language options
In all three tabs change the Language to language you prefer
Restart the computer
Most of the time this will not work.
#2 Install Windows XP from scratch.
Backup the content if there is any important data and reinstall the windows XP and the system language should be back to normal.