I set the language to English (AU) by editing the the Normal.dotm file.
Users -> (Your Name) -> Library -> Application Support -> Microsoft -> Office -> User Templates -> Normal.dotm.
When you save the amended file, save it to your desktop (as a template file), then once Word is closed copy/paste back into the User Templates folder.
Restart word and go to Tools -> Language. If you have done the above correct, your language will be set to English (AU).
You can also edit the Normal.dotm file to set custom fonts, margins etc as standard.
This works in both Office Mac 2008 and 2011.