try to read through this one:
http://www.webyog.com/forums/index.php?act…02&hl=collation
If it is a problem of fonts displaying it could help as described to
“Issue a “SET NAMES charset_name” command from SQL window and query your database afterwards.”
If that is not the problem, you must be more specific in describing the problem. But there are som Caracter set -related issues with Sqlyog that are not solved yet (but should be in about a month's time with version 4.1.0)