I have made my own Dutch translation with Poedit and uploaded atahualpa.mo and atahualpa.po into the root of the atahualpa theme folder. WPLANG is set to nl_NL but whatever I try, nothing at all is translated in the front end. What could be wrong?

Try renaming the file in the Atahualpa directory to: nl_NL.mo . That should do the trick....