There's two internationalization changes in play here. First of all,
month names get translated. This is something that you cannot change
without modifying core (as far as I know).
Actually what am I talking about. The obvious solution to this is to just
create the page MediaWiki:January on your wiki (and the other months),
editing the month names to whatever you want.
MediaWiki will use whatever is on the page MediaWiki:January as the word
for January, which allows you to modify the output without editing
mediawiki source code.
-bawolff