iWork '09 Numbers: How to set the default language of the document
According to what you've done in Pages, I assume that you want to change the language of the document cells in numbers.  What you did in Pages changed the language of the document, not the application.
Changing the language of document cells
Edit &gt; Spelling &gt; Spelling...

Changing the language of the applications
This is not possible from within pages. As of iWork '09 the used language follows the set language defined under System Preferences → Language &amp; Text.
However, you can start applications in a custom language via Language Switcher (works in Lion). But even with this tool you cannot set the language in which an applications starts permanently. You have to start it via Language Switcher every time.