Sorry, there is no link as I’ve choosen not to publish the article in question (it’s malformed after all).
I use the built in WordPress (non-rich) editor on Windows XP. Results are the same when posting via MSIE or Firefox. The XML / RSS export function shows the correct characters, as well as the editor. Only the content that is shown on the website itself is (partially) escaped.
The charset of the the WordPress tables is latin1 (as choosen by the installer) – maybe this is the result of a buggy conversion of the latin1 data (back) to UTF8?