If you installed the glibc_locale, libsexy and gtkspell packages, you should be able to set it @ Tools--->Set Language in your Abiword. I'm not exactly sure if this will work exactly like that for you, because I use the slightly newer version I got @ http://people.slitaz.org/~jozee/packages/ (base and plugin), but that should allow you to set the language to what you want.
Excellent. Thanks for this, Linea. Although the Danish dictionary isn't for me it gave me the idea to install the French aspell dictionary from the repository, which works well in AbiWord. I wonder why I hadn't thought of that before ...