1. Go to the Registry editor:

Win+R -> "regedit"

2. Go to the following branch:

HKEY_CURRENT_USER\Control Panel\International

3. Find the key with this name:

iFirstDayOfWeek

4. Change its value to a digit in the [0-6] range which converts to the [Monday-Sunday] range.

5. The changes should apply immediately after the value change.