Spanish date format

I’m using WordPress 2.3.1 in the original English for a site in Spanish and want to format dates in the Spanish format, that is to say, the date of this post is 9 de diciembre de 2007.
Note the de before the month and the year, and the month name in lower case.
I’ve tried:
<?php setlocale(LC_TIME, "es_ES"); ?><?php echo strftime("%d de %B de %Y"); ?>
but this renders:
09 de December de 2007
with the month name in English.
My WordPress runs on Ubuntu 7.04, PHP 5.2.1.

Also, in wp-config.php, I have:
define ('WPLANG', 'es_ES');

but this doesn’t seem to have any effect on the app, everything appears in English in the Admin panel. This is no problem, I mention it in case it has any bearing on the date format issue.

Any help appreciated.