If you are located in Denmark, installing OneCare won't help as you will not be able to activate it as it is not available for sale in Denmark at this time. If you are in the US (or other country where OneCare is sold), changing the system language will depend on the OS.
For Vista: http://windowshelp.microsoft.com/Windows/en-US/Help/2bac0e03-c331-48fc-8b7e-b66b8007512d1033.mspx
For XP: http://www.microsoft.com/globaldev/reference/win2k/setup/changeui.mspx
In which countries and languages is Windows Live OneCare available?
The Windows Live OneCare subscription service is available in the following countries and languages: Australia (English), Austria (German), Belgium (Dutch, French), Canada (English, French), France (French), Germany (German), Ireland (English), Italy (Italian), Japan (Japanese), Mexico (Spanish), Netherlands (Dutch), New Zealand (English), Singapore (English), Spain (Spanish), Switzerland (French, German), United Kingdom (English), United States (English, Spanish).
Pasted from <http://onecare.live.com/standard/en-us/faq.htm>
-steve