At first I had the french version of VS, then I installed the English version on top of it; so now I have the menus in English, but the compiler still outputs in French.
Changing the language in 'Tools > Options > Environment > International Settings' doesn't help.
The best bet:
Example of how to use Visual Studio IDE language switching
EDIT: from comment by astebner on 31 Jan 2008 1:49 PM (page linked above)
Compiler messages come from the .NET Framework, so they are controlled by your OS language settings and whether or not you have any .NET Framework language packs installed. To make the compiler messages change to English, you would need to change your OS language preferences to English or uninstall the .NET Framework German/French language pack from your system.