I think the problem is with your browser, if you're using windows with Internet Explorer, click view -> encoding and change the encoding to greek, the same as if you're viewing a regular greek website. Thats how it worked with me, .. in my case, it showed ?? marks at the mysql prompt (because i ran it in the dos prompt, which has no arabic support).
Also, my case might have been a little different, it was a guest book that inserts queries directly into MySQL