Problem with Pango displaying Greek letters under Linux

["Nick Chorley" <nick chorley gmail com>]

I have a program with a GUI written in GTK+ (by me!) and I'd really
like to be able to display Greek letters, rather than write things like
"alpha". Note that this is not a programming question, because
the problem is not how to put Greek letters in labels (as I found out
how to do that). The program compiles fine, but when I run it, I get
the following error message:

Pango-WARNING **: Invalid UTF-8 string passed to pango_layout_set_text()

and the Greek letters aren't displayed. I'm using version 1.8.2 of Pango and what's puzzling me is that the same code works fine under FreeBSD 6.0, with the same version of Pango. For information, I'm using things like "\u03B1" as the strings for the labels in GTK+, 
e.g.

GtkWidget *label = gtk_label_new("\u03B2");

Any ideas as to why this doesn't work right under Linux?

Thanks!