Insert unicode data to MySQL

[lam yue]

Hi, my database, tables and columns are in UTF-8 encoding, I can insert / display unicode data correctly by using JSP pages. However I can't insert unicode data by an direct insert statement or any MySQL client (MySQL cc, Query Browser etc ...)
I want to insert this character '日' which the unicode HEX value is 0xE697A5

when I type '日' using Query browser, I got a "?" when I select it afterward, the HEX value becomes 0xC3A6E28094C2A5, which I don't think it is the correct value

then I type:
insert into tables set name = 0xE697A5

then the HEX value is correct, I can see the corrrect character in Query browser and all my JSP

So how can I insert some Unicode character from Query browser or by direct insert statement like this:
Insert into tables set name = '日'

(WITHOUT typeing the exact HEX value of required unicode character)

I have try setting the client, server, connection, results variable to UTF8 and still no luck

my MySQL is 4.1.1 and JDBC is 2.5

Thanks