As I searched everywhere in XSI to know where I could change the preferences to use the dots instead, I found out it wasn't at all a matter of preferences in Softimage... but in Windows.
Here's a few steps to achieve that.
First you have to have to go in your Configuration Panel and search for "Regional and language settings".
A window should then appear.
Once there, in the Formats tab, you have to click on the button at the bottom. It should be something like "Additionnal Settings" or something like that (yes, I'm french, so is my Windows' language).
And then, you just have one thing to change and it's the Decimal Symbol. And change the " , " for a " . " and the trick is done!
Click OK everywhere, close the Control Panel and restart Softimage.
Here we are, finally with more usable values!