How to log PostgreSQL queries?

How to enable logging of all SQL executed by PostgreSQL 8.3?

Edited (more info)
I changed these lines :

log_directory = 'pg_log'                    
log_filename="postgresql-%Y-%m-%d_%H%M%S.log"
log_statement="all"

And restart PostgreSQL service… but no log was created…
I’m using Windows Server 2003.

Any ideas?