Mac OS X has support for multiple languages. You can choose to not install some of them, but many common languages are installed by default. I bought all my three Macs in Germany and use them in English.
The default language chosen during installation (or probably German for a German machine) determines the login window language and probably the default language for new user accounts. Apple describes how to change it here.
To change your preferred language, go to System Preferences » Language & Text » Language. You can select multiple languages, in case a third party software is not available in your preferred language.
Changing the language here affects only applications started after you changed the preference. You can use this setting as a workaround when you want to run a particular program in a different language, since Finder's capability to do this was removed in 10.6. You can use the Terminal (or possibly AppleScript, Automator, etc.) to do this as @mankoff describes in this topic.
One thing to remember is that e.g. the Date Modified column in Finder uses your Formats preferences (same preference pane). This is why you might have German month names on an otherwise English system: