Hi Panos!
Working PB Classic 12.5.1 Build 4595 on Win7 x64 here, I'll share my observations on this issue. I've noticed that each input field seems to "remember" what language was the last used in itself. The initial language selected for each field though, is the one defined as "Default Input Language" into
Control Panel -> Clock, Language, and Region -> Region and Language -> Keyboards and Languages -> Change Keyboards.
In your example, I guess the default input is English. The user alt+shifts to Greek in order to type its username. Now the specific field will remember Greek as the last language used in it. When you tab away from it to the password field, the language changes to English cause this is the default. By back-tabbing back to username, the language changes to Greek cause that's the last language used there.
I hope this is the same behavior in 11.5 as well, you could experiment a bit trying to verify this pattern.
So, one thing you can do is change the default input language to Greek, which means though that every field now will set to Greek when it gets focus for the first time.
If that's not acceptable by your clients, you can hack it via code and pretty much define explicitly the language you want for each field. You can have a look here: https://groups.google.com/forum/?fromgroups#!topic/sybase.public.powerbuilder.general/GTPyXReK5w0
and here: http://cmanios.wordpress.com/2012/08/07/powerbuilder-10-get-and-change-system-language/
hth.