A friend of mine sent me a link to an interesting tool that has a beta version available for download. It is called the Microsoft Locale Builder, and it can be installed and used on Windows Vista beta 2. In a nutshell, it allows users to create customized locales that do not ship as a part of Windows.
The following description appears on the Microsoft Locale Builder download page:
The Microsoft Locale Builder provides a way to extend and modify the set of locales that Microsoft ships with your own regional and cultural data. The Microsoft Locale Builder was created to support customers in regions without built-in Windows locales as well as customers seeking to modify locales that they are already using. Customers will be able to add support on their own timeline without having to wait for new releases of Windows. Microsoft Locale Builder will also allow corporations, governments, universities, and special-interest groups to generate and easily share custom locales on Microsoft Windows Vista.
You can also find more details about custom locale creation in this MSDN article.