setlocale() seems to do nothing

Hello,
I want to give my users the option to change their locale (only for their account).
I read the locale can be set by using `$this->request->setLocale('nl');`.
But this still prints 'en'.

PHP Code:

        $this->request->setLocale('nl');
        echo $this->request->getLocale();
       //output: en 


And still the english language files are used.
Is there a way I can dynamicly change the locale (without using the locale in the url) ?