You don't need to go into the registry - these are the instructions for Windows Mail, but it's the same for Outlook Express.
Hit WindowsKey+E to open Explorer - then navigate to C\Program Files\Windows Live\Mail\Proof\prf0009\click on 2\ in right-hand pane double click Spell which opens Notepad. Change value of Lang= from 1033 to 2057. Close Notepad and confirm change - close Explorer. That's it.
The Dictionary listing in Windows Mail will still say US English, but it will now be spell checking in UK English.