Changing Locale for datetime.strptime conversions

[AlienBaby]

I'm still having a bit of trouble,  for example trying to set  the
locale to Denmark


locale.setlocale(locale.LC_ALL, locale.normalize('da_DK'))

returns with

    locale.setlocale(locale.LC_ALL, locale.normalize('da_DK'))
  File "C:\Python26\lib\locale.py", line 494, in setlocale
    return _setlocale(category, locale)
locale.Error: unsupported locale setting


Though, from the docs I understand normalize should return a local
formatted for use with setlocale?