Hey Ninostar,
Thanks for posting. The plugin should include quite a few translations (http://wordpress.org/plugins/mailchimp/faq/) in different languages, which should become utilized by referencing WPLANG in your wp-config.php file. Can you confirm that the language desired for the translations is set there?
If you do not wish to change your WPLANG for a particular reason, you can always edit or create a new PO file with your own custom translations using a program like POEdit. Directions on how to do that are included on this page as well: http://wordpress.org/plugins/mailchimp/faq/ (feel free to ignore the bit about Fork and Clone if you’re not familiar with the terms).
If you have any additional questions, feel free to post back here. If you could provide a link to your site and the desired language, that’d be perfect!
-tk
