Are you in Salt Lake City? The LDS has some of the Luxembourg and Belgium records on their FamilySearch.org website. Not sure if they have the church records which you will probably need since the civil records don't start until about 1793-thank you Napoleon for that.
I think I was told that you could get the language guides from the LDS website. I use their Latin, German and French ones for Luxembourg records as well as the French Calendar.
The following website has photographs of Lux. villages once you know where they lived.http://www.luxalbum.com/