EPiServer just reads the cultures from .NET (uses CultureInfo.GetCultures(CultureTypes.AllCultures));). To add a culture to the list you'll need to create a custom culture in .NET. See How to: Create Custom Cultures for more information.
Hope this helps.
There is a post by Ben Morris that explains how to do this:
Thank you both for the answers! :) I will try it tomorrow.
Let me know how you get on Adam, I'm going to have to do the same myself.
Thanks for the answers.
I was wondering how to create a language that aren't in the language list in the admin mode. I want to create "my own" language. Any ideas?