Can I change language version?

When I started using WP for a site hosted on servage.net, I was offered to download my local version (Dansih), and I agreed to that without thinking much about it. Afterwards I found out, that this is not very convenient, since the site in question is in English, but the fields in forms for entering discussion posts are shown in Danish. Also I might want to give som of our project partners in other countries admin rights, so it would be much better to run the site on an English installation. I have not been able to find out, how to change the language version to English. In fact, when I upgraded to 3.7.1. I was offered the option to upgrade to US English version of 3.7.1., and happily agreed to that, but it didn’t work – I am still stuck with the Danish version.