Boštjan, the code segment you quote is the *fallback* if the
C module hasn't been built for some reason. The module simply
calls through to the underlying C Library. I notice you're
running on Windows, so this is a useful MS page:

http://msdn.microsoft.com/en-us/library/x99tb11d%28VS.71%29.aspx

and you can see there that a call of setlocale (LC_ALL, "English")
is valid (of "French" if you prefer):

Python 3.1.2 (r312:79149, Mar 21 2010, 00:41:52) [MSC v.1500 32 bit 
(Intel)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> import locale
>>> locale.setlocale (locale.LC_ALL, "French")
'French_France.1252'
>>>