Changing default locale for Java in Windows

I was trying to test something for a different locale and make the mistake of assuming that what I did actually changed it for java without confirming it. I smartened up and actually tested it and lo and behold it didn't actually change it. The correct way is to go to Control Panel -> Regional and Language Options, then update the Standards and formats to the desired language and click Apply. If you run a Java program to check out the default locale it will show the new locale.