How do I change the language when screen is locked? I can't see any menu's there for changing language also the shortcut (cmd+shift+space) does not work either.
Any ideas how can I do that?
It's not obvious, but if you go into System Preferences, Accounts, Login Options and tick "Show input menu in login window" you'll then be able to change it in the screen saver password window as well.
Click on "guest", it will boot another window with your account and "Guest". Now click on your account and enter your password. By default, that language is English.