As a note to my explanation above, this problem only seems to exist where the file system encoding is not UTF-8. If the internal encoding of the filename is UTF-8, then everything will show fine. For example, my MAMP server uses ISO-8859-1, and once the file was create in my file system it shows fine. I think that is because ISO-8859-1 uses precomposed characters. It would actually be good if persons with this problem were able to share what the encoding their file system was. You can tell this by using mb_internal_encoding or mb_detect_encoding.
For more information on this, check out these links: