Oracle XE hates the Accents!

I just installed Oracle database express edition (i have some homework to do) and i was surprised that she hates the accents.
The problem:

To keep it sample i use the command line to access oracle server and i just can't use words with accents to create tables:
for example here what i got if i try to creat a table called "évaluation" with two fields "id"(number(2)) and "nom" (varchar2(15)):

The Solution:
well to fix that problem you need to set NLS_LANG to FRENCH_FRANCE.WE8PC850
but how to do that and what is that NLS_LANG thing??
OK first if you need to fix the problem quickly just open the command line and type :
>set NLS_LANG=FRENCH_FRANCE.WE8PC850
>SQLPLUS

and voilà that's it but remember you need to do it every time you open the command line.
Now if you want to know what is the NLS_LANG think you probably want to go there (but it's in French) and you can find some informations from oracle.com about it here and here.