You have a few choices:
1) You write a script that includes setting the environment variable and starting the applications (TOAD, SQL Developer etc.). This makes sure the NLS_LANG setting is set correctly.
2) You add the environment variable setting to your system. (Start > Control Panel > System > Advanced System Settings > Environment Variables, then click the NEW button.)
3) You add the value into your registry under the relevant Oracle Home.
Either one of these three methods will set the NLS_LANG environment variable, so it is set correctly when your application starts, which by what you've already said, fixes your issue.