I am not sure why you are doing it piecewise. The normal route is:
to check current settings:
locale
check existing locales
locale -a
chnage settings by either editing /etc/default/locale, or by using update-locale
update-locale LANG=en_US.UTF-8 LC_MESSAGES=POSIX
generate locales
locale-gen locale-gen fr_FR.UTF-8
change gdm settings, by editing /var/cache/gdm/$USER/dmrc
rebooting.
Hope this helps.