You can of course set the default language when you install the OS, to change the language used in dialogue boxes and wizards ect..
Open control Panel
Click 'Clock, language and Region' (usually on the right-hand side)
Click 'Regional and Language Options'
Change language to desired setting. At the bottom of the page is a link to microsoft, you'll need this if you need to download additional language packs.
This will not however change the language on the welcome screen.
If you cannot find a way to do this then access your 'Help and Support' feature included with Vista or as Mike say's maybe its not a legal copy.

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