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. If the FirstDay property is Monday, the calendar shows the week numbers according ISO 8601 standard. Use the ShowWeeks property to display the week numbers.

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