How can I define my alphabet?

Hi,

My PostgreSQL DB contains norwegian words, so when I use the
ORDER BY in my select-calls, it fails, because the norwegian
alphabet contains 'æ', 'ø' & 'å' different from english, so my question
is:

How can I define the alphabet of PostgreSQL to get the correct sorting?

Thank you,

Steffen E. Thorkildsen

(please reply to my e-mail aswell)