Failure to set locale

[David Hughes]

As a fairly-newbie, I'm trying to use the locale module for the first 
time, using Python 2.2 under Win2k. If I call locale.setlocale with a 
locale of 'de' for Germany or 'es' for Spain, I get "Error: locale setting 
not supported". However, if I use 'ge' and 'sp'(which aren't the ISO 
approved names), the correct locale is set. The only way I can get the 
locale set for Denmark is to actually change the region in Windows' 
Control Panel. I have also tried using the strings returned from 
locale.normalize that are supposed to be suitable for use with 
locale.setlocale but without success.
Can anyone suggest what's going wrong, please?