In IE the "Tools" button, general tab, has a button for Languages. In IE7 the default is to not show the old useful toolbar so there may not be a "Tools" showing; but you can click the little "gear" icon at the far right end of the toolbar and click "menu bar" get it visible.

Generally, in Office programs, the settings you make in Word control all the other Office programs (although IE isn't considered "Office" and can be set independently). My recollection is that in earlier Word versions it's somewhere in the Tools | Preferences or Word Options area. In Word 2007 that I'm using now it's at the cow splat, Word Options down at the bottom, with a button for Languages at the "Popular" menu.

I'd suggest checking them both, but the one in your browser should control the browser. (I can't help with other browsers.)

John