foreighn language help

I recently moved to israel, and decided to put hebrew on my computer. i got a keyboard with hebrew keys, and installed foreighn language and right to left support. i go into microsoft word, switch to a hebrew font, and start typing, and it switches back to times new roman. i cant figure out how to switch my keyboard layout to hebrew. ive noticed an icon in the taskbar on some of the computers here that lets you switch it, but i cant get this to apear on my computer.
How do i change layouts?
Is there a way i can set a key on my multimedia keyboard to switch it?

 

Have you done all the items listed Here?

Is MS Word the only app that is giving you trouble?