In the meanwhile...

[Yaron Kaplan]

I used the mssql2mysql script: http://www.kofler.cc/mysql/mssql2mysql.html

I had to modify it and execute the mySQL command

set names 'hebrew'

after connecting to the database - without that command it turned the international characters to "????" which is damn annoying.
I would also suggest not to export to a remote MySQL server. Instead, install a local MySQL server, export to it to the local server and then dump the data (using mysqldump) and send it to the remote server.