I use a Windows XP in French but I'd like all software to be installed in English. What should I switch so that it works? If it can work...
Actually there are two related, but different, concepts at work here.
For one, there is the regional setting, or the locale. It determines how dates, numbers, currencies, etc. are formatted, what numerals the system uses (well, ok, not on XP, that one), &c.
Then there is the UI language, which determines which language is used for the user interface of the OS and the programs. You will need a MUI version of XP. Those are usually only found in corporate environments or those that have many users with differing language. That version wasn't sold normally. Each user can set a different system language she prefers, then.
Most Microsoft applications adhere to this setting which is why you'll have a hard time getting an English Internet Explorer on a German Windows installation.
Most third-party software however, doesn't adhere to that setting and instead assumes that the selected region is a good-enough estimate of the user's language preference (it isn't, for me, though). Or they simply offer the user to install a language of his choice or change it after installation.
So, for a usual XP system you can't set the UI language which basically means that most MS-supplied software will be in the system-native language (French in your case). But for many third-party applications you can install a language you like. I would assume, though, that you prefer to keep your regional settings in French (at least I prefer a German locale, modified with ISO 8601 date format, instead of the brain-dead US format; but I prefer my applications in English).
This method will convert your entire system, also changing the language detected by installers. Worked for me.
Disclaimer: I'm not sure it's 100% EULA compliant.
Value 0409 is the one you're likely looking for.
Source: change XP system language
To change the whole system language you should install newer service pack with different language.
For axample if you have XP SP2 in ENG and want to have it in Italian, you will have to download SP3 in Italian, change some registry keys (go to HKEY_LOCAL_MACHINE\SYSTEM\ControlSet001\Control\Nls\Language registry key, and then change the value date for “Default” and “InstallLanguage” registry value from 0409 to 0410) and you'll be able to install it in Italian.
If no problems occur, you will have the whole system language changed. Here is the list of numbers that represents each language in registry:
This is actually depending on each installer. Some will just assume from the system language, some will give you the choice, and some will base on the language and regional settings.
You can try to switch these settings to English. On a French system, you will find them in the "Panneau de configuration", under "Options régionales et linguistiques".
However, this will also change the date format (in your taskbar, for example), and the preferred currency, format number, etc, for programs which use these values.
Edit: Keep in mind though that this will only alter regional settings, and won't change the system language. To change this value eventually, check ptor's answer.
A more precise explanation on the whole language and region situation is given in Johannes Rössel's answer
You must change the Regional Settings to some English flavor, like "English (United States)" for instance.
Some installation program use the regional settings to define which language to use for the installation and/or as default language for the program.
If you change to English, you might want to change the time, date and currency format back to the French ones.
PS: Bonjour de Belgique! ;-)