I want to change both the login window language and the language of the terminal applications.
To change the OS language you go to system prefs/international/languages and move your language to the top of the list. Not all languages will work -- only those 18 listed in the tech specs for OS X.
To change the login window language, try opening Terminal and typing:
sudo "/System/Library/CoreServices/Language Chooser.app/Contents/MacOS/Language Chooser"
As for "terminal applications", you need to explain exactly what you mean. Normal Apple Cocoa apps come with some or all of the normal OS X system languages included, but as for apps made by others or unix apps, it is up to the authors whether anything other than English is possible.