I have a partial solutions that works for me both as user and as root.

Step #1. Create a new user.
Step #2. Open a console and type:
export LANG=en_US
Step #3. Run Kylix:
startdelphi
Step #4. It gets irratiting doing the same thing over and over so open your hidden .bashrc and add
LANG=en_US
You are done!

Solutions for root. I noticed that my component font is too big.
Step #1. Do the same as above, but not create a new user of course.
Step #2. Find your bash resource file and add
LANG=en_US
Step #3. Replace the .kderc from your home directory by overwriting it. Use .kderc from the user you just created. This fixes the font in the component.
Done.

LC refers to local problem. Read the Readme that came with kylix. The installer gets confused. We supposed to tell the installer that we should use US local.
If it cannot find one of the library, just make a symbolic link:
ln -s libraryname targetname

Hope this helps! This is my first post!