I have problem when downloading stuff whenever the path contain simplify chinese characters?

I have no problem reading both tradition and simplify chinese on my windows, browser or file names. But if i start flashget and downloading thing such as:
http://x.x.x.x/防弹武僧 the path will become
http://x.x.x.x/防?武僧
where "弹" is the simplify chinese can be shown correctly on windows
but a "?" is shown on flashget instead.

and when i choose the destination path in flashget, the floppy drive is showing "3? floppy" instead of "3½ floppy"

it happens not only to flashget but also to getright and net transport and other applications...

it seem to me that all the characters are showing properly on my windows unless there are some other application programs involve and hence simplifiy chinese can't be shown.

Someone in another forum has mention that I may need a Chinese Multilanguage package installed. Is it really what i need??

I am looking for solution for quite a while hope someone can give me a hand and thanks for all your graceful reply in advance.

P.S.
I am using English Windows XP Pro.
I have installed all Chinese related component such as Chinese (Hong Kong S.A.R.) and Chinese (Taiwan) in East Asian Language in Regional and Language Options under control panel

贊助商連結

Regional and Language Options -> Advanced, in the Language for non-Unicode programs, select Chinese (ROC ?).

Run FlashGet as Chinese (Simplified) user interface, and try the file you want to download.

Does this approach work?