Define locale WordPress uses with gettext functions?

I’m trying to localize my plugin. I have two .mo files:

/lang/myplugin-es_ES.mo
/lang/myplugin-en_US.mo

The translation works but I don’t understand how to change the language to use the en_US file instead of the es_ES. This is what I’m trying:

function define_locale($locale) {
    $subdomain = array_shift(explode(".",$_SERVER['HTTP_HOST']));
    if($subdomain == "en")
        return 'en_US';
    else 
        return $locale;
}

// Define Locale
add_filter('locale','define_locale',10); 

While get_locale() shows the locale is en_US my plugin still uses the es_ES file. What am I doing wrong?