The Report Design Wizard ships with a single messages.properties which contains all of the base resource strings. If you would like to translate the Report Design Wizard you'll have to find the pentaho-reporting-X.X.X.jar in the RDW/lib directory. Extract this jar using an unzip utility into RDW/resources, meaning an "org" folder is created in RDW/resources. You may now delete the original jar file (to remove it from the classpath).
Navigate into org/pentaho/jfreereport/messages (under "lib"). Create a .properties file for your locale following the naming conventions outlined earlier. So if you have German .properties create a messages_de.properties. For each resource you want to localize, copy the key from the base messages.properties into the locale specific properties file, and provide the translation for the value (right hand side).
You may continue to run in this mode and do not need to re-bundle anything to test or deliver back to Pentaho. When you are satisfied with the localization simply provide us with your messages_XX.properties file.