Well, you might be suprised that the “Regional Settings” link is missing from the “Site Settings” page, so the regional settings cannot be changed that way.

Option 1:
If you copy from main portal sites regional settings page (_layouts/regionalsetng.aspx) and paste on the end of central admin page (http://centraladmin:45505/_layouts/regionalsetng.aspx) – the regional settings will be displayed for central administration page and locale etc can be set

Option 2:
Use code following this link http://nickgrattan.wordpress.com/2007/09/01/regional-settings-and-central-administration/