I assume this question is only about the input language (i.e. how the keypresses are interpreted, changed using the Language bar on Windows' Taskbar). Is this behavior unique to VMRC? If you set Windows' default input language to French then all programs should use French every time they're launched, even if you change the current input language while the program is running by choosing a different one in the language bar. VMRC doesn't attempt to control the input language.
However, if you are asking about the display language (menus, dialogs, tooltips, etc.), Windows VMRC detects and matches the OS display language for the 11 non-English languages its supports. It looks like changing display language in Windows 7 is only possible in the Enterprise and Ultimate variants.