You should go the the left most part of the xmb.
Then look for the "case" icon if it's written in a foreign language.
Scroll down for the node that looks like a wrench with something like a box next to it.
Then scroll again to the "System Language", it should be the 3rd from the top.
It's easy to spot since it should have all the languages on the right part.
If you're lost, just trial and error: go into one submenu and back if it's not the right one.
PS3 Slim v3.55 + CFW Kmeaw - 250G/USB 1T
XBOX 360 Falconv3/Jtag - Liteon74 1.61 - 500G
Wii 4.2 + Cfg UsbLoader - USB 250G | NDS + M3 Real - SDHC 8G | NDS + R4i - SDHC 4G
PS2 + HDLoader - HDD 200G | PSX + PS Hacker