I would like to propose the following C++ Locale method for ICU 4.6:

    /**
     * Set the value for a keyword.
     *
     * @param keywordName name of the keyword to be set. Case insensitive.
     * @param keywordValue value of the keyword to be set. If 0-length or
     *  NULL, will result in the keyword being removed. No error is given if
     *  that keyword does not exist.
     * @param status Returns any error information while performing this operation.
     *
     * @draft ICU 4.6
     */
    void setKeywordValue(const char* keywordName, const char* keywordValue, UErrorCode &status);

[Optional: More background info, link to design doc, etc.]