The following articles will be useful
http://dev.mysql.com/doc/refman/5.0/en/charset-syntax.html
http://dev.mysql.com/doc/refman/5.0/en/charset-connection.html
After you connect to the database issue the following command:
SET NAMES 'utf8';
Ensure that your web page also uses the UTF-8 encoding:
<meta http-equiv="Content-Type" content="text/html; charset=UTF-8" />
PHP also offers several function that will be useful for conversions: