[ADMIN] PL/SQL dynamic update error

I have a table with informations that change every month, and I have to update the monthly data in a new column. To do that, I try to find out wich months are being trated and I perform an update in my table for every month. So what I'm trying to do is to change the month column for a fixed name,

[ADMIN] Can't change lc_numeric value

I'm using postgresql 8.2.4 for Windows in my server. I'm trying to set lc_numeric value to pt_BR, and it tells me it's invalid for this variable. If I try do to the same for the en_US locale, the operation is completed. So, my question is: isn't pt_BR locale supported for Windows? Is there anythin