The "day of the week" wheel on your watch actually has 2 settings on it--one for English, one for another language (often French, but could also be Russian, Japanese, Korean, or any other language, depending on the intended distribution of the watch). You'll need to shift the day track over by "half a notch," so to speak, to get things back in alignment.
The crown you use to set your watch can be pulled out into 2 positions. If you pull it all the way out, you set the time. If you pull it half-way out, you can set the day and date. If you turn the crown clockwise, you advance the date. If you turn the crown counter-clockwise, you should be able to change the day of the week. However, instead of turning the day back a full day, stop when you get a day with the correct language on it. At this point, pull the crown out all the way and manually advance the time 12 or 24 hours until the day and date advance as they would when the watch is running. This is to check that you've correctly gotten the day track correctly oriented. You may have to repeat this process a second time to get it right.
Once you have the day back on track, adjust the date and time, and you should be good to go.
Diesel's own directions, which can be found here: http://store.dieseltimeframes.com/common/images/customercare/instructions/ENGLISH/Diesel_Core-Inst_ENG.pdf
are pretty cryptic, but they do have a diagram that might help a little bit. You'll want to look at the section for "Day/Date Watch IS02, 507.2-3, 517.2, 2105, 2305, 2405"