Menu > Settings (bottom right button with the gear symbol) > Language and Keyboard (11th one down, has the keyboard "A" as a picture) > Select Locale (very first one at the top) > pick your language
This is the way it is on my phone, no idea if it will be the same for you. We both have Touchwiz so it should be close if not exact match. Go by my picture descriptions if you need to.
