Taken from the Nokia Device Update FAQ at
http://europe.nokia.com/support/download-software/device-software-update/faq#faq21
Why has my device changed language after updating?
After an update, your Nokia device may restart in its native language. To change the language go to Settings > Phone > General > Phone language.
If your Nokia device was originally manufactured for use in another country or region, using Nokia Software Updater may revert the set of available device languages to the original language set.
If your preferred language is no longer available after using Nokia Software Updater, you may need to return your Nokia device to a Nokia Care point to have this language reinstated.
Edit made to link 23/2/11 to reflect a change in the FAQ page.