I've been using PHP4 for a while now. Hmm. Interesing. What platform is your server? I could NOT get SJIS strings working on my Linux server. The parser just barfed on me whenever it hit a character with a "\" in one of the bytes.
Yes, I hate EUC myself because I have to use a special editor in windoze to use it...
As for the header, I'm not sure. I haven't tried that before... In the case you do want to install jstring (if you're running PHP4 as a DSO module, installation is trivial), there are functions that convert encodings. If you're interested you can get the module at ftp://night.fminn.nagano.nagano.jp/php4/
Sorry I wasn't much help m( )m