QWERTY keyboard on Windows...Not on Linux!

Hello,

I use SDL library 1.2.12 on Linux (Slackware 12.0) and Windows (XP home
edition).
"$ sdl-config --version
1.2.12"
This is the last version.

I am french and I have an AZERTY keyboard.
When I compil my video game on Linux (with gcc compilator), I can use
-“Q” for LEFT
-“S” for DOWN
-“D” for RIGHT
-“Z” for UP
When I compil my video game on Windows (with mingw32 compilator), I can use
-“A” for LEFT
-“S” for DOWN
-“D” for RIGHT
-“W” for UP
This is a big problem… I would like use the same keys for the Linux
version and Windows version.

In my source code I use:
while(SDL_PollEvent(&event1)){
switch(event1.type){
case SDL_KEYDOWN:
switch(event1.key.keysym.sym){
case SDLK_Q:
//Go to Left
break;
case SDLK_S:
//Go to Down
break;
case SDLK_D:
//Go to Right
break;
case SDLK_Z:
//Go to Up
break;
[…]

Is it a bug, or not?
Can you help me to resolve this keyboard problem?
Thank you.