$validator = new Zend_Validate_GreaterThan();
  $validator->setMessage('Please enter a lower value', 
                         Zend_Validate_GreaterThan::NOT_GREATER);

Ve ayrıca:

Zend Framework is shipped with more than 45 different validators with more than 200 failure messages. It can be a tendious task to translate all of these messages. But for your convinience Zend Framework comes with already pre-translated validation messages. You can find them within the path /resources/languages in your Zend Framework installation. [...]
So to translate all validation messages to german for example, all you have to do is to attach a translator to Zend_Validate using these resource files.

  $translator = new Zend_Translate(
      'array',
      '/resources/languages',
      $language,
      array('scan' => Zend_Locale::LOCALE_DIRECTORY)
  );
  Zend_Validate_Abstract::setDefaultTranslator($translator);

Tabii ki, siz de kendi çevirilerini sağlayabilir. Yapmanız gereken tüm yük çeviri adaptöre onları kullanılabilir hale getirilmesidir. Temelde sadece özel yola yukarıda gösterilen bölümünü takas.