Chinese Characters in mySQL Table

[StrangerInBeijing]

I'm not a mySQL pro, so excuse my lack of knowledged.

I create a table like this:

CREATE TABLE provinces (
id int unsigned not null auto_increment primary key,
country_id int not null,
name_en char(40),
name_zh char(40)
);

And insert data like this:

INSERT INTO provinces VALUES(NULL, 1, 'Anhui','安徽');
INSERT INTO provinces VALUES(NULL, 1, 'Beijing','北京');
INSERT INTO provinces VALUES(NULL, 1, 'Chongqing','重庆');

But when I Select data (i'm using the mysql console all the way) like this:

SELECT * FRom provinces

The chinese province names shows up as question marks (???)

I remember with MS Sql I set the collation type or something, but I dont know how to work with mySQL