More info on BOM. The basic idea is that your text editor put this byte sequence as the first data in your text file and your php script is outputting it to stdout. Once you have output any thing, you are not permitted to send headers.
It's my understanding that the PHP language itself is a subset of ASCII text -- meaning all of the chars you need to express a PHP script are proper ASCII chars. That being the case, you might consider saving your PHP scripts as ANSI or ISO-8859-1 and putting all of your textual data in some other storage medium -- external files, a database, etc.
It's also important to realize that PHP's basic string function assume one byte per char and do not properly support UTF-8 or other multibyte character sets. In order to deal with those properly, you'll need to use the multibyte string functions.