I just did a quick search and it seems that there is a program called muisetup.exe that came after SP1 that allows you to change the language...
Have a look here (
http://www.microsoft.com/globaldev/reference/r elnotes/muixpsp1.mspx)
and scroll down about halfway and under Windows XP SP1, Upgrade and Post-Installation Notes there are some details. You might have to search your harddrive to find it - I have it on mine but am unable to run it ... I assume that's because my Win XP is already in English???