First of all what system are you using? On the PC, you should be able to choose your language when you install the game. So if you are on PC, try re-installing Fallout 3.
What a fool I am! Didn't mention a platform.. I have XBOX 360 version of Fallout 3. As for PC, I know there's a possibility to install languages, at least for many games. But didn't see that option for XBOX. What I find ... strange is; there is English installed, I'm sure, because while playing (and I played this game few times from beginning), same dialogs would be in English, even translations.. So, only problem is how to activate language setup - if possible. Thank you anyway for your help!