The clock on the login and lock screen on Lion does not follow the settings you select on your user account. This is because the global preferences is used instead. I have yet to find a way to change this using System Preferences, but there is a simple way to change this if you are comfortable with Terminal.
This solution changes your global preferences language and localization settings to Norwegian (which by default uses 24-hour clock). If you don’t want your language to change, be sure to follow all the steps, as the last step is to select language.
To change the login clock, run the following command in Terminal:
To change the lock screen clock, run the following command in Terminal:
To select language, run the following command in Terminal and select the language you want: