$cfg['Lang'] = 'en-utf-8'; and friends change the language for phpmysql, not for the mysql server, so anything coming from the database server itself will be unaffected.
You need to start the server daemon with --lc_messages=en_US (or put that in the relevant config file), for a per-session setting just use SET lc_messages = 'en_US';
To change the language that MySQL uses when reporting you need to change the my.ini file as follows.
Find this line:
# Change your locale here !
lc-messages=fr_FR
And change it to your prefered language, for example:
lc-messages=en_GB
To change it to English US, you can do like this:
lc-messages=en_US
Save the file and then restart MySQL.
left click wampmanager icon -> MySQL -> Service -> Restart Service
Remember the guys that produce WampServer are French so I guess thats why this has been added to the my.ini file, and they just forgot to remove it on this release.