initdb: invalid locale name

Hi all !

I am trying to install PostGreSQL 8.1.1 on my WinXP Pro.
I am using the latest installer from
http://www.postgresql.org/ftp/binary/v8.1.1/win32/.

Here is my problem :
If I setup PostGreSQL to use the default data directory and my
language locale (French, Belgium) and UTF-8 encoding, everything
goes fine.
If I do the same but change the data directory, the installation
fails during initdb, and the initdb.log file contains :

<snip>
The files belonging to this database system will be owned by user
"postgres".
This user must also own the server process.

The database cluster will be initialized with locale
French_Belgium.1252.

fixing permissions on existing directory D:/Stock/PostGreSQL_Data
... ok
creating directory D:/Stock/PostGreSQL_Data/global ... initdb:
invalid locale name "French_Belgium.65001"
initdb: invalid locale name "French_Belgium.65001"
initdb: invalid locale name "French_Belgium.65001"
initdb: invalid locale name "French_Belgium.65001"
initdb: invalid locale name "French_Belgium.65001"
initdb: invalid locale name "French_Belgium.65001"
initdb: could not create directory "D:/Stock": File exists
initdb: removing contents of data directory "D:/Stock/PostGreSQL_Data"
</snip>

What am I doing wrong here ?

Thanks a lot for helping me !
Arnaud