You can change the Comma style:
Format|Style (in xl2003 menus)
Home tab|Style group|Cell Styles icon (on the xl2007 ribbon)
Change the comma style to what you want.
These styles live in workbooks. it is not an excel setting. So every existing
file needs to have it changed (if you want).
If you want this style for new workbooks, you can create a new workbook, save it
as book.xlt (a template file) in the XLStart folder.
A new workbook will be created based on this workbook when you click on the New
Icon on the standard toolbar.