Create it and try this http://kb.mediatemple.net/questions/138/Default+MySQL+character+set+and+collation
You mean plesk!?¿ Contact your host and ask them to change it for you!
But don’t have them change the charset on an existing DB or the data in the DB won’t match the setting. They need to change the default settings to UTF-8 and then you can create a new DB that will use that setting.