How to specify Charset with PDO/MySQL

Dear List,
First of all, thanks for your great work on the database components!

I'm using the PDO_mysql adapter to access a mysql-database (5.0.22). All
tables in the db are UTF-8 encoded.
When I access with phpmyadmin, selecting charset utf-8 at the login, all
works great.
But with my own app using ZF and PDO_mysql, umlauts are not displayed
correct.

So, how can I specify, that PDO_mysql will use charset utf-8?

Regards,
Chris