(moved within BMC Remedyforce)
Have you looked at the Time Zone you have set in the Client Import Settings under Application Settings? As far as I know it over rides the settings you set when you manually creat a new Client.
Check the timezone on the related Org. It might be set to the default TimeZone for the Org.
@Carl - The import setting is a good guess. I understand that the client is not imported but manually created. Therefore it must be something else.
Jupp, very true mogle.
And now after the Summer'12 update from Salesforce it seems to work fine to set any info for time-zone etc when creating Clients. It no longer picks up the default info... which is nice.