Setting the currency symbol
This can be done by going to Control Panel->Region and Language and changing the location.
If you want to change the currency symbol without changing location, you can do so by selecting the Formats->Additional Settings and setting the symbol under the Currency tab.
How to change currency in Windows XP:
http://support.microsoft.com/kb/307938
How to change currency in Windos 7:
http://windows.microsoft.com/en-AU/windows7/Change-the-display-of-dates-times-currency-and-measurements