Hi Imi and Andreas!
I had the same problem at some modules. The main problem is, that the data schould be saved in utf-8 format! But usually they are in unicode, or something like that...
I had to search for that special php file, where the module writes the data to the database. There I needed to insert a function, which transfers the data to utf-8 char. coding.
I had that problem at the massage module (moodle 1.6), but with the newest moodle install, the problem disappered.
Except questionnare module