How to force Windows to support not supported LC_COLLATE and LC_TYPE in PostgreSQL?
On Windows, it's likely that the needed locale is already installed, it's just named differently than on Unix.

As an example, the following database creation appears to works fine for me with PG9.1 on my  Windows XP, with its default locale French_France.1252 and no additional language pack installed that I'd recall.

CREATE DATABASE pldb
       ENCODING = 'UTF8'
       LC_COLLATE = 'Polish'
       LC_CTYPE = 'Polish'
       TEMPLATE=template0;


Also, a quick test of the sort order by submitting this query in UTF8 in this newly created database:

select * from (values ('z'), ('ź'), ('ż'), ('s'), ('ś'), ('x'), ('y')) as letters order by 1;


seems to output correct results:


  s
  ś
  x
  y
  z
  ź
  ż