If you want to change regional settings for your application (not globaly for Windows), you can use this code:
function MakeLCID( lgID: Word; srtid: Word ): DWORD;
begin
Result := MakeLong( lgid, srtid );
end;
function MakeLangID( p, s: Word ): Word;
begin
Result := (s shl 10) or p
end;
procedure TForm3.btn1Click(Sender: TObject);
begin
Win32Check( SetThreadLocale(
MakeLCID(
MakeLangID( LANG_ENGLISH, SUBLANG_ENGLISH_US), 0)));
GetFormatSettings;
Application.UpdateFormatSettings := false;
ShowMessage(FormatDateTime('ddd, dd mmm yyyy hh:nn:ss +0200', Now));
end;
Taken from here.