I had the problem and figure out the problem.
1. The locale folder should be in the application folder.
2. Take a look at the language folder name in django/conf/locale, it should have the same folder name in your locale folder. For example: if you want to translate Chinese, you use zh_CN as the folder name in your locale folder. zh-cn, zh-CN, zh_cn won't work.
3. If you make any changes to the message file (*.po file) or you change the folder names, you must restart the development server to make it take affect.
