Display Name

Greetings.
I'm trying for ages to do something with messenger, and I hope you guys
could help me.
My problem is the following:
I live in Portugal and I would like to have greek or cyrilic characters in
my msn messenger's display name (the one I define in Tools->Options->
Personal->My Display Name).
I've tried to Copy and Paste from MS Word or any other Word Processing
Program but it converts the greek characters to plain text, like as if I
wrote something using the Symbol font and changed it to Times New Roman.
If I copy & paste some text in arabic characters, it works fine, but does
not work with greek or cyrilic characters.
I've already installed the language support for these languages.
Anyone knows how to make this work for me?
TIA.

Pedro Honório Silva