MYSQL problems

How to export MYSQL data so that I can read the Chinese data I have there?
On the web page I can see everything properly, however as I export the data as CSV using PHPADMIN facitilies from Dreamhost I loose everything not in English.
I am a Mac User and the same problem happens using COCOAMYSQL and other MAC software.
I am totally new to MYSQL and the database was created by a friend who now left so I am stuck … any ideas?

If you have a shell account, you can log in via Telnet or SSH and use mysqldump to export your database to a file:
mysqldump --all-databases -uusername -p > mydb.sql