How to change the DateTimeFormat of a CalendarExtender

I have a CalendarExtender associated with a textbox control. When I choose a date from the CalendarExtender, the date is written with english day and month names.
My CalendarExtender is :
<ajax:CalendarExtender ID="CalendarExtender1" runat="server" TargetControlID="txtDate"
            PopupButtonID="imgCalendar" Format="dddd dd. MMMM yyyy" FirstDayOfWeek="Monday" />

I live in Denmark and would like my users to see danish names. I've checked the Thread.CurrentThread.CurrentCulture property and it is set to da-DK which is my culture.

How can I change the CalendarExtender to display the proper date format?
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David RobitailleAnalyst ProgrammerCommented:
David RobitailleAnalyst ProgrammerCommented:
the importent part is .EnableScriptGlobalization = True in the ScriptManager

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