Many source for this problem around…
http://veroblog.wordpress.com/2007/08/28/using-british-english-spelling-in-windows-live-writer/
I found a way easier to solve the problem (it works for italian dictionary).
I have WLW 14.0.5025.904 under Vista.
In C:\Users\<my user>\AppData\Local\Microsoft\Windows Live Mail\Proof\prf0010\7 (the last two directories may change for different locale) copy the 3 files (.lex .dll .ini).
For italian the name is mssp7it .
Maybe not all are necessary... I didn't investigate!
Paste into C:\Program Files\Windows Live\Writer\Dictionaries.
Restart WLW ...now in Tools->Options->Spelling you should see a new entry (Italian in my case).
Hope this helps