dnn sets locale dynamically so it is no use changing web.config values :). What you need to do is to create a new language in Host > Languages. Next disable en-US as language (also in host > languages), and you should be fine

If you want to change en-US wording in interface in en-GB wording, you should find an en-GB language pack, or create your own translation

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If you want to change the default locale from en-US to whatever locale your site is in, these steps worked for myself (and may or may not work for you, so please test on a test server and not on production). These steps are for single language sites only. If you want multi-language capabilities, you need to read the documentation.

1. Login as host and select Host->Languages.
2. Click Edit for default language
3. Scroll to bottom and select Create Package
4. Leave wizard at all the defaults and select Next
5. Leave the file list at the defaults and select Next
6. When at the Create Manifest stage - Change the comments from US to your language (eg: AU for myself)
7. Ensure you change all the en-US to your locale settings (eg: en-AU for myself)
8. Click Next
9. Give your manifest file name (eg: en-AU.dnn for myself)
10. Give your achive file name (eg: en-AU.zip for myself)
11. Click next
12. Click return
13. You will now have a file in your portals\_default directory with the archive name given in step 9. You can edit this file as required
14. Click Install language pack
15. Select the file create as outlined in step 13
16. Click next. You will get a warning about already installed
17. Click Repair Install and then select your zip file again
18. Click Next
19. Run through the rest of the screens
20. After installation successfull you can click return
21. Click language settings and untick browser detection and enable language parameter in urls
22. Your portal should now be only using this language