Wrong characters in e-mail notification

Is there a way I can train WordPress to write Scandinavian characters in their notification e-mails?

We have this thing in Scandinavia (along with many other countries, Germany, Spain etc); we put things on top on our characters. In Sweden we have a habit to use ?? (a ring), ?? (a double dot) and ?? (o double dot). We like to do that. It gives our language a richness.

My blog is called “En bok skriven av m?nga” (a book written by many). When I get an e-mail notification the title is, however, “En bok skriven av m?￥nga”.

Is there a way i can train WordPress to put “?” (a ring) instead of “?￥” (A tilde, Yen sign)?

I believe I saw something earlier on support or document, but I can’t find my way back to it.

Many thanks for your support.

/Peter