It’s midnight where I am and I’m going to bed right now, but I just thought I would take a look here before turning in. I don’t have time to answer in detail right now, but you should take a look at this old post of mine:
For your specific situation, I think you’ll have to make your own class that extends GFxUDKFrontEnd_MainMenu, and give it localized string instead of config string for all of the text you’d like localized. Then you’ll need to create your localization file. I think that should point you in the right direction for now. I’ll check back tomorrow and see how you’re doing.