I actually solved this problem, but the solution was very messy and I wonder if this isn't a bug.

I downloaded the English version of Knoppix, and in Grub added a "lang=us" tag. When starting KDE, also chose English as the language. Also went to "Control Center - Regional & Accessibility" and deleted the German and French keyboards, leaving only English.

So all my menus are English...almost. Menus which require the root password are still in German. Examples are Kuser and ADSL/PPPoE configuration. After thinking about this awhile, I decided that maybe if I could log in as root and then setup KDE for English, the problem would go away. In fact, this worked, but KDM doesn't allow you to login as root. So I had to disable KDM - I did this with the following command:

update-rc.d -f kdm remove

Then I could login as root, set KDE to English, logout, then log back in as a common user. Now when I run these root utilities, they are in English.

OK, it works, I'm fine. But like I said, this is messy and would blow away most Linux newbies. Should I file a bug report?