character encoding

[gos1]

I installed coppermine photo gallery to my new hosting but have problems in file names. The language of the site is Sweedish and all the strange characters are converted to symbols. All the links are converted too. How can I change the links in the database.
I mean I need to convert the database character encoding but does anyone knows how to do that ?

[Joachim Müller]

Technical term is "collation"