For some unknown reason, the login window keyboard was in English instead of French (OS X server10.2.5). After a long search, I have found the preference to modify.
First, you have to su root, and cd to /var -> root -> Library -> Preferences. Then type pico .GlobalPreferences.plist, and modify the order of the following item in this array:
<key>AppleLanguages</key>
<array>
<string>French</string>
<string>English</string>
<string>German</string>
<string>Japanese</string>
</array>
The first <string> will be the keyboard used for typing in the login window. I don't know is this is the same for Mac OS X client.
Mac OS X Hints
http://hints.macworld.com/article.php?story=2003070311332053