I use the Dvorak keyboard myself, and so I was rather distraught that I had to go into QWERTY for my login screen. But I eventually figured out that if you log in as root at the login screen (using the same password as the first administrator account you created when you installed OSX), go into the keyboard control panel, and change your settings there, that the root settings apply to the login screen. Though I'm using Dvorak and not an AZERTY board, I see no reason why it shouldn't work for you.
Good luck.
Chris Cotrell