As the name of the used charset is missing in the error message I think that you are experiencing this bug http://issues.ez.no/6545 (read Vittals comment for the solution).
Here some info about character sets in MySQL: http://dev.mysql.com/doc/refman/4.1/en/charset-we-sets.html says that:
MySQL's latin1 is the same as the Windows cp1252 character set. This means it is the same as the official ISO 8859-1 ...
Not sure whether eZ 3.6 is smart enough to recognise this though - just try it out if necessary.
