It sounds like there were two separate issues here.
One was that the Dutch translation for the "You must fill in" text was incorrect. That was solved over here:
and was fixable by grabbing the new languages files after I updated them. To be clear, the upgrade only fixed it for @pantalune b/c they installed it after I updated the files. Had they installed it prior to that, they would have had to reinstall 1.2.1 to get the files.
The second is what the proper define('WPLANG', xxx) value should be. To preserve backwards compatibility and proper language support the proper thing to do in WP 3.0 should be to keep the language_COUNTRY format for the files. This plugin actually has a language the requires that - pt_BR (Portuguese in Brazil). What appear to be the current docs also show using the language_COUNTRY format:
To investigate a bit further, I downloaded fresh copies of standard English WP from wordpress.org and the German version from de.wordpress.org. Interestingly, the German version still uses the language_COUNTRY format in the config and, of course, in the wp-content/languages directory. However, the English config does what @pantaluna says WP3 requires. Technically it doesn't require anything, it's just passing what you give it and expecting the files to be there. As I mentioned, though, for backwards compatibility it would be bad form to suggest that plugins developers either drop 2.x language support or maintain 2 copies of the language files. It also doesn't cover the pt_BR situation I mentioned above.
I'm going to see if there's actually something official that defines how things should be setup since this could certainly use some clarity.