The login screen uses a different configuration script to the main part. To change the keyboard layout it uses you have to edit the configuration file. (I had the same issue changing to dvorak).
To get the gdm login screen to recognise the your layout,
sudo gedit /etc/default/console-setup
... add the XKBVARIANT="$your-layout"
in the correct place. (eg. see mine below.)
# The following variables describe your keyboard and can have the same
# values as the XkbModel, XkbLayout, XkbVariant and XkbOptions options
# in /etc/X11/xorg.conf.
You'll need to put the sr_CS in the right place.
Note - I have been harassing native English speakers for months about writing decent English. Yours is perfect. (i.e. your English is better than most natives.) Relax.
... an old serbian howto - I did not see the login config in there - but it does give a good overview as to how locales work.