Recently someone was trying to type on his Mac with a PC Arabic keyboard and reported that the layout did not match what OS X was using. Unfortunately that's true for a lot of languages other than US English -- Mac and PC keyboards may have somewhat different layouts, and OS X only has software for the Mac versions. Since the creation of the Mac Mini more people seem to be using PC keyboards.
The solution is to install custom layouts that match the PC models. On my iDisk you can find some for Arabic, Russian, Azeri, Urdu, Mongolian, and Tamil. For various European languages, you can get layouts that may work better with PC keyboards from Logitech, as explained here. Beyond that, you can use Ukelele to make your own.