Be carefull here if you use utf8.
The file db.opt of your database should contain the following lines:
default-character-set=utf8
default-collation=utf8_general_ci
It means that your database is created to use the utf8 characterset.
One way to accomplish this is:
CREATE DATABASE my_database DEFAULT CHARACTER SET utf8 COLLATE utf8_general_ci;
Then, after connecting to it from PHP you should use:
mysql_set_charset("UTF8", $connection);
If you don't do this, you will get ugly problems in case other software is reading and writing to the same database!!!!!!