Hi Bea,
Sorry to hear about the problems.

Sam & Max Wii is localized in English, French, Spanish, and Italian (with a German version coming out soon). The language is set based on your Wii's language settings, so if you wanted to see the subtitles in a different language you'd have to change that setting. (And since Dutch isn't one of the options, I'm not sure that would even help you.)
Thanks for the feedback on Sam's blue subtitles - that's a good point!
The PC version is pretty much the same, when it comes to the subtitles. We have done some additional languages on PC but I'm pretty sure we never translated the game into Dutch.