Insert data with greek characters using psql environment

Hello,

I am a new user of PostgreSQL , and i have a problem with encoding settings of psql.
Specifically, i want to insert data with greek characters using psql environment.
I change the enconding settings of psql, writing the following command:
SET CLIENT_ENCODING TO 'UTF8';
but i can't insert my data!!
Can you help me??

Thanks,
Apostolis