By default, the FirstDay property is Sunday. Use the FirstDay property to define the month for a specific language.  Use the WeekDays property to define the shortcut for each week day. Use the MonthNames to define the name for each month. For instance, in Europe,  the week starts on Monday. The DisplayWeekNumberAs property specifies the way the control displays the week number. Use the ShowWeeks property to display the week numbers. The LocFirstDay property indicates the first day of the week, using the current user regional and language settings.

The following sample defines the "French" style:

Private Sub Form_Load()
    With Calendar1
        .FirstDay = Monday
        .MonthNames = "Janvier Février Mars Avril Mai Juin Juillet Août Septembre Octobre Novembre Décembre"
        .WeekDays = "D L M M J V S"
    End With
End Sub