Just to put an final point to the topic- if languages, other that Hebrew are uses, care shall be taken about capitalization.
For example, if s_BG stands for Bulgarian, you should use:
s_BG := lowercase(ConvertEncoding(FormatDateTime('mmmm', Date, fs), cp, EncodingUTF8));
because Windows generates the first day with a capital letter, an they shall be written with a regular one. On the other hand, for English you should not use lowercase.