The Language for non-Unicode programs setting is a system-wide setting and not a per-user setting. In fact the description of the setting is
This system setting enables non-Unicode programs to display menus and dialogs in their native language. It does not affect Unicode programs, but it does apply to all users of this computer.
If this setting is truely changing when they log in they have to be an administrator first. System wide settings cannot be changed by normal users (hacking excluded of course). If the user is an administrator I would check their startup programs and logon scripts and see if something is overwriting the registry key with the value for English (United States).
Lastly, changing this setting requires a reboot of the machine, so if it had the proper language previously set and changed to English after the user logged in, it wouldn't take effect until the machine was rebooted.