On my machine, since I’m using the US regional settings, the week starts on Sunday:
It’s usual for the US and Australia but in Europe everybody considers the week to start on Monday, not Sunday. So you’d expect this:
In Windows 7 you can change it in the regional settings:
You can change there the first day of the week to Monday:
Now on Windows XP, you do not have this drop down list for the first day of the week. It’s automatically set based on the regional settings. But you can change it in the registry (HKEY_CURRENT_USER\Control Panel\International -> iFirstDayOfWeek):
There change 6 (Sunday) to 0 (Monday):
This also works on Windows 7 (but it’s easier to change it in the regional settings).