Neno Loje mentions this issue (and the solution) in his blog.
In the following registry key:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Keyboard Layout
Create a new DWORD value IgnoreRemoteKeyboardLayout and give it the value 1.
That should be sufficient to solve your problem. However, there are some known problems with certain Windows versions, as discussed in these knowledgebase articles:
Windows XP
Windows Server 2003
In addition to that, Remko Weijnen explains on his blog how to even adjust the keyboard profile on the login page.
If you want to change the keyboard layout that is used before logging in (“at the logon screen”) you need to modify the key HKEY_USER\.DEFAULT\Keyboard Layout\Preload:
In the screenshot above the locale id 0413 (Dutch) but you can even add more than one entry and cycle between them with ALT-SHIFT.
A description of the Locale ID’s (LCID’s) can be found in kb 262283.