while this is sort of an older bit of information, a few encoding issues recently popped up in the forums, so i guess it bears repeating once again.
the latest sun jre (1.4.2) that ships with mx default installs only a few encodings (latin-1, latin-9, greek, eastern european, cyrllic, unicode, etc). no arabic, hebrew, asian, etc. languages. for that you need to do a custom install. if you try to use an encoding from the custom (or international) set with a default install, you will see "UnsupportedEncodingException" errors.
so if you want to use codepage encodings beyond the default installs you will need to do an international install (unless of course the installer recognizes these locales on your server during setup). you can read more about this here.
so now you know (again).