UTF-8 Character set question

[Barbara Deaton]

I have a MySQL 4.1.7 C API application that is having problems with displaying UTF-8
characters.  I was trying to verify what the data should be when I noticed that the MySQL
command line client wasn't displaying the data correctly either.  

I installed the MySQL 4.1.12 client on a Japanese windows OS and I am connecting to a
Japanese server.  From the command line when I try to read data from the table I get:

mysql> select label from label;
+-----------------------------+
| label                       |
+-----------------------------+
| Customer Satisfaction Index |
| Actual                      |
| template_jpnmai             |
| ???                         |
| DEFAULT CULTURE             |
| ???????                     |
| ??                          |

The insert statement, used to insert the data is:

INSERT INTO `label` VALUES 
('bf30ad53-ac19-7ef8-01fe-e6fcf369cffe','0939f271-37d4-4cca-9c0b-953aa9b9476c','Customer
Satisfaction Index'),
('92186b04-c925-43b9-bfa9-42e106f48252','1b414a4f-edd9-4f39-9a3a-3d49470f12b3','Actual'),
('1c27d26d-ac1a-1959-00e3-eda6ac3640b8','1c27d1b1-ac1a-1959-00e3-eda63367a1f7','template_jpnmai'),
('1c27d26d-ac1a-1959-00e3-eda6ac3640b8','1c27d26d-ac1a-1959-00e3-eda6ac3640b8','日本語'),
('DEFAULT_CULTURE_UNSET','1c27d26d-ac1a-1959-00e3-eda6ac3640b8','DEFAULT CULTURE'),
('1c27d26d-ac1a-1959-00e3-eda6ac3640b8','1c2a2cf7-ac1a-1959-00e3-eda6d3682288','コンタクト情報'),
('1c27d26d-ac1a-1959-00e3-eda6ac3640b8','1c2a79de-ac1a-1959-00e3-eda6f861a069','目標')

Is there a client side option that I should be setting to let it know that the character
set is UTF-8?  I thought this was all handled by the server?

Thanks.
Barbara