in the directory where UltraEdit has it's ini-file uedit32.ini and then start UltraEdit. 

new installations the ini-file should be in your personal application data directory.

C:\Document and Settings\YOUR USERNAME\Application Data\IDMComp\UltraEdit\

Also look into the Advanced.* and Basic.* text config files in the same directory, 
if they are with English texts. 
If not, close Ultraedit and delete it too and start again to let UltraEdit create it again in English.


Since UE v14 with it's multi-environment, delete much more files to change the language. 

The files are again in the directory of the currently used INI - default path see above. 

The files to delete while UltraEdit is not running are: *.mb1 (menus) and *.pb1 (popup menus), 

maybe also *.te1 which contains language specific predefined templates. 
*.in1 contains environment specific INI settings which are not language dependent, 
*.tb1 contains the toolbars for an environment which are also not language dependent. 

But delete also *.in1, *.tb1 and *.te1 for an environment with a language specific file name. Per default following files are created by English UltraEdit v14 and later:

Advanced.mb1
Advanced.pb1
Advanced.tb1
Notepad Replacement.in1
Notepad Replacement.mb1
Notepad Replacement.pb1
Notepad Replacement.tb1
Notepad Replacement.te1
Power User.in1
Power User.mb1
Power User.pb1
Power User.tb1
Power User.te1
Programmer.in1
Programmer.mb1
Programmer.pb1
Programmer.tb1
Programmer.te1
System Administrator.in1
System Administrator.mb1
System Administrator.pb1
System Administrator.tb1
System Administrator.te1
Technical Writer.in1
Technical Writer.mb1
Technical Writer.pb1
Technical Writer.tb1
Technical Writer.te1
Web Developer.in1
Web Developer.mb1
Web Developer.pb1
Web Developer.tb1
Web Developer.te1

If there are "uedit32.??0" files like "uedit32.tb0" (exactly "ini-name.??0") 
you maybe need to delete these files too. 

Such files are present if you have a customized menu or toolbar saved with a different name to avoid changes on update as I have done for my preferred toolbar, but you have switched in the past at least once between existing default menus/toolbars and your customized menus/toolbars.

By the way: If you want to change the menu language without deletion of the profile files, just click with right mouse button into a free area of the menu and choose a different menu. 

Same can be done for toolbars.

The management (deletion/creation) of the menus and toolbars can be done also from within UltraEdit. 
Click with right mouse button into a free area of the menu or toolbar and choose Manage Menu/Toolbar Configurations or 
open Advanced - Configuration - Toolbars / Menus - Management and use the buttons Manage ... in this dialog. 
Complete environments can be managed (deleted/created/selected) at View - Environments.