Should Exception Messages be Globalized

I'm working on a project and I'm just starting to do all the work necessary to globalize the application. One thing that comes up quite often is whether to globalize the exception messages, but ensuring that string.Format uses CultureInfo.CurrentCulture instead of CultureInfo.InvariantCulture. Additionally this would mean that exception messages would be stored in resource files that can be marked as culture-specific.

So the question is, should exception messages be globalized or should be be left in either the InvariantCulture or the author's country; in my case en-US.