How to set user locale, instead of global locale?

[Mauricio <briqueabraque@yahoo.com>]

Hi,

Do you know how can I change my locale as
user of a remote system (with only terminal
access)? The locale I want is already available
on the system, and I tried to change mine
setting LC_ALL to the proper value in my shell
initialization, but it gets reset somehow.

Thanks for your help,
Maurício