The current version of the product doesn't yet have a French translation, I'm afraid. The problems you are seeing is caused by the fact your PT 2006 is using the old translation file of PT 2005.
The product should be able to detect that the language file is not for the currently used product version, but I guess there might be a bug.
But this problem will be fixed when the updated French translation is released, I'm hoping that to happen in next week. France is a great country and we have a lot of customers in there, getting a French translation to the product as soon as possible is a top priority for us.