This week's book giveaway is in the General Computing forum. We're giving away four copies of Arduino in Action and have Martin Evans, Joshua Noble, and Jordan Hochenbaum on-line! See this thread for details.
I have a program entirely in English, and I post in dialogs with the methods of JOptionPane.
But I found that the buttons appear in French, so I OUI/NON or OK/ANNULER instead of YES / NO and OK / CANCEL.
You can switch your entire Locale to English by calling Locale.setDefault(Locale.ENGLISH) at the start of your application. Please note that this also affects date/time and number parsing and formatting.