There currently isn't an easy way to do that because those messages are generated on-the-fly. However, I wrote some code that does dynamic client-side translation using a third-party translation library.

var fr_dictionary = {
  
  'Please fill in this field.': "Remplissez ce domaine, s'il vous plaît.",
  
}

$(document).ready(function() {
  

  //load the jQuery-i18n library

  $.when(
    
    $.getScript( "https://raw.github.com/recurser/jquery-i18n/master/jquery.i18n.js" ),
    $.Deferred(function( deferred ){
    $( deferred.resolve );
    })
    ).done(function(){
  
        $.i18n.load(fr_dictionary);
    
	    $('.cf-field input, .cf-field textarea, .cf-field select').blur(function() {
      
  		
            //look for a warning box and translate it if there is one

            if ($('.ws-po-box')[0]){
    
  	        $('.ws-po-box').text($.i18n._('Please fill in this field.'));
  	    
            }
      
       });
    });
  
});

You can copy/paste this code into the JavaScript portion of your Form and it should work. I tested it on mine and did not notice any problems (see attachment). If you do plan on using it though, I recommend downloading the third-party library from GitHub and hosting it on your Forms server, and loading it from there.

Note that the message for required dropdown fields is actually different, but I just lumped those under the same translation. If you want to translate that accurately too, add it to the fr_dictionary variable as a key-value pair and then call it inside another event handler function for dropdown fields (.cf-field select).