Problem with special chars.

Hi all


I have some problems when I make a string containing the following 
"Malmö, Asunción" to capital letters and then save it to a file.

I use the following to make it to capital letters:
$msg = mb_strtoupper($msg, "HTML-ENTITIES");

And this works just fine, everything looks as it should, but when I save 
it to a file, this is how it looks:
"MALMÖ, ASUNCIÓN

It seems it has problems with "ó" and "Ö", does anybody know how this 
can be solved? I have tried some different encodings but nothing helps, 
I'm using PHP 4.3.2.

Thx in advance for all help.

/Erfan