We've just released an update for the CRM 4.0 Sample Data and made French, German, Italian and Spanish available! You can now select different languages on the download page:
This dataset is used with the Data Migration Manager. This screencast shows you the steps how to perform the sample data import.
I'd like to extend my thanks to the localization teams whose hard work made this release possible. Having credible sample data in non-english languages is super important for the product.