Instead of under some menu item like "Option" or "Configuration", the place where the default language can be changed is "Tools->Import and Export Settings". And you have to reset the settings in order to get a chance to choose a different language and let it do some configuration magic from scratch. Fortunately, you can backup your previous settings when resetting it. But I am not positive that you can merge your old settings (except the language of course) back to the new settings.
