Can't store Euro sign with JDBC

[Davide Villa]

When I try to store a string containing the Euro symbol (€) mysql stores
another char (¬) instead of the Euro sign.
I work on a Win2k box with mysql version 3.23.53 and Connector/J jdbc driver
version 2.0.14.
If I try to store the same string using the C API it works fine and I am
able to read the correct string in Java too.
It seems to be a conversion problem only in the update or insert operation
but not in the select.
Any idea?

Thanks
Davide