You need to translate any string you want. Look here for an example:
http://help.infragistics.com/Help/NetAdvantage/NET/2007.3/CLR2.0/html/Win_Customizing_Assembly_Resource_Strings.html
Strings list is here:
http://help.infragistics.com/Help/NetAdvantage/NET/2007.3/CLR2.0/html/Win_Assembly_Resource_Strings.html
If you don't want to do it one by one as the first article suggested, here is what I did:
1. Add a resource named GridResource and copied all strings from the second article and translated what I needed.
2. I used this method as LocalizeControl<GridResource>(Infragistics.Win.UltraWinGrid.Resources.Customizer)
{
}