If you're not receiving emails from Magento - eg. from the 'Forgotten your password' link in the admin login or newsletters and you're using a locale setting other than English (American) then copy your /app/locale/en_US to your locale. For English (British), that's to en_GB.
See http://www.magentocommerce.com/bug-tracking/issue?issue=1619 for more details.
Alternatively, you can keep the locale as US English but still run with UK currency and time zone.