Hi Remi,
I'm really sorry that you're having trouble with the supplementary spatial statistics tools! In order for us to try and reproduce the issue, can you please tell us exactly what operating system, version of ArcGIS, and regional language settings are. This way we can set up a machine that matches yours and try to reproduce the issue. It would also be very helpful if you could try changing your regional language settings to English. If you still are having trouble running the tools (meaning that localization issues are not the problem), then we will have to investigate further.
Either way, thank you very much for bringing this to our attention. It will help us make sure that these tools work as expected when they are released officially with 10.1, and hopefully we'll be able to help you get them running on your own machine in the meantime.
Lauren Rosenshein
Geoprocessing Product Engineer