Because right now it's in Bulgarian.
Yeah I got a trojan :S.
You must to uninstall/reinstall Security Essentials to switch languages.
The English version can be downloaded from the official website or Microsoft Download Center.
Another way is to hack the registry and reboot, which is much more convenient. Of course caveats apply: it might not work for your OS/MSE version. (I'm running Japanese Vista Ultimate, BTW.)
Changing "HKLM\SOFTWARE\Microsoft\Microsoft Security Client\Market" from JA-jp to EN-nz worked fine after a reboot.