There is a page on this topic: http://ez.no/ez_publish/documentation/configuration/configuration/language_and_charset/unicode_with_ez_publish
Basically you need to change some .ini settings then you need to convert the character set of your database. In MySQL you can do this with myisamchk, haven't converted a PostgreSQL database so you would need to look up the charset conversion in the psql doc.
If you want to use MySQL you need to use the 4.1 development release.