Change language of the Calendar component

Hi,
Does anyone know how to change the language of the calendar component(names of months and days)?

I have chosen the locale to be "da_DK" in order to have european numbering format of decimal numbers. That way all numbers use comma as delimiter between the integer part and the fractional part instead of dot.
I have not put any translations in the translation manager, so everything is still in english except from the calendar components. The months of the calendar component is in danish but I wish it to be in english.

I have experienced a bit with the function "setLocale()"-function of the calendar component in a script on the main window under the event handler visionWindow -> visionWindowOpened.:
NOTE: The calendar component is placed on the main window and the locale of the client is set to "da_DK" in the client startup script.

import java

obj = system.gui.getParentWindow(event).getComponentForPath('Root Container.Calendar')
defaultLoc = obj.getLocale()
print defaultLoc

tmp = java.util.Locale('en','US')
obj.setLocale(tmp)

print obj.getLocale()

This doesn't change the language of the calendar component but the last line "print obj.getLocale()" is printing "en_US" in the console. So something is obviously changing but not the text of months and days..

Any ideas what I should try?

Thanks in advance