Personality is key. Anyone can write a program. Not everyone has a favorable personality. I'm not saying sit there and tell jokes the whole time, but don't be afraid to laugh. Basically, be serious when it's time to be serious, and laugh when it's time to laugh. Being a programmer isn't like the cliche - sit in a basement with no light and never see anyone - kind of job. If you can't communicate, it doesn't matter how bright you may be.
Did you go to a school? Major? If so, be sure to come in with letters of recommendation from professors. I'd say at least 2.
Another thing, don't feel rushed with the logic and/or programming questions they may ask. Programming isn't a "twitch reflex" job. They will be more impressed that you take your time to get the right answer than they will be if you try to give them an answer in 3 seconds that's wrong.
On a related note, bring your own pencil and notebook. Not only for working out problems, but for note taking during the interview. And come with a list of questions to ask them.
You want to leave this interview with them wanting you just as much you want them. And if they ask all the questions, they are going to feel like you don't really want it that much.
If you went to college for CS related major, you should have had plenty of math so the math questions they would ask shouldn't be a big deal for you.
It doesn't really matter what language you use on Project Euler. It's more about the algorithm development and logic than it is about language specific syntax.
Here's a couple of links
http://www.cprogramming.com/jobs/job_interview.html
This one is kind of dated, and may come across as harsh but it does have some good advice
http://www.joelonsoftware.com/articles/fog0000000073.html