different language issue

Hello,
I have a small issue setting up a different language in the latest wordpress. I know the steps are simple, get the .mo file and put the in languages folder under wp-includes. Then just modify config file by adding ‘es_ES’ in the right place. When i did this on my blog which is hosted under hostgator it worked fine. But when I do the same on freshly installed wordpress on my own linux server, nothing changes. Is there anything on the server that is required for this to work?
Thank you for your help.