NLS_NUMERIC_CHARACTERS is incorrect for English/Canada settings

I've just installed XE on my XP sp2 machine and I can't find a way to get the session to recognize the default (and my) Regional & Language settings for English Canada. The settings are decimal point for a decimal, and comma for grouping, so NLS_NUMERIC_CHARACTERS should = '.,'.
Yet the session value for NLS_NUMERIC_CHARACTERS is a comma ',' and I have no idea where this is coming from.
Alter session appears to have no effect after running the alter session statement itself in SQL Commands:
'ALTER SESSION SET NLS_NUMERIC_CHARACTERS = ".,"'
'Statement processed.
0.40 seconds' (note decimal point is there)
Then immediately run another SQL statement e.g. 'SELECT TO_CHAR(4000, '9G999D99') FROM DUAL;'
and the result:
4 000,00 (back to being a comma)
1 rows returned in 0,01 seconds (back to being a comma)
Now, I don't want to have to be setting session values anyway.
What could be causing XE (or Personal Edition for that matter - had the same problem with that...) to not recognize the values as defined in Control Panel -> Regional & Language Settings for English/Canada?
Note that NLS_LANG = ENGLISH_CANADA.WE8MSWIN1252. I did try changing NLS_LANG to AMERICAN_AMERICA.etc but that made no difference.
NLS_DATABASE_PARAMETERS and NLS_INSTANCE_PARAMETERS show American/America values (default for the installation?) NLS_SESSION_PARAMETERS shows English/Canada values which, other than NLS_NUMERIC_CHARACTERS, appear to be correct for my settings.
I've spent way too much time going through the docs, other semi-related forum entries and continually reconfiguring & rebooting my machine to no avail... Any help would really be appreciated!
Thanks.
Mitch

Thanks, Faust and Sergiusz, for your replies. There were actually 2 issues to deal with here and I've resolved them both (finally!)
My initial testing was only with the XE web tools accessed via 'apex' - running a query in 'SQL Commands', and viewing a table's data in 'Object Browser'. Nothing that I changed in my XP Regional Settings (comments above noted) or as a value for NLS_LANG made any difference here.
BUT, there is one more setting that does come into play in this situation and that is in Internet Explorer itself! - version 7 in my case. Of course I had my Tools -> Internet Options -> Languages set to English (Canada) [en-CA]. Changing this setting to English (United States) [en-US] solves the problem for numeric formats within the XE web tools. (CA and US settings SHOULD give the same result...)
Testing numeric results with SQL*Plus, Toad, and via ODBC (set to use Oracle NLS settings) showed that NLS_LANG = ENGLISH_CANADA.WE8MSWIN1252 doesn't get translated properly (at least not on my computer). AMERICAN_AMERICA.WE8MSWIN1252 does, of course. They SHOULD be exactly the same when it comes to NLS_NUMERIC_CHARACTERS.
Thanks again!
M.

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