Problem with locale settings

[Gregory Nou]

Hi list,

I'm trying to understand a problem of locale, but I definitely can't 
solve it on my own.
I use zsh. I've set LC_ALL and LANG to fr_FR.

19:39 greg at nou /etc% export | grep fr_FR
LANG=fr_FR
LC_ALL=fr_FR

It is set in /etc/zshenv.

However, when I make install some program, I get this :
(null): Failed to set default locale
or
19:53 greg at nou ~% openoffice.org
I18N: Operating system doesn't support locale ""
or
(gnochm:56487): Gtk-WARNING **: Locale not supported by C library.
        Using the fallback 'C' locale.

(in this case, it makes the program abort)

I can't see what I'm missing/doing wrong.

Thanks for your help !

-- 
Gregory