Wrong characters with jEdit

[Oddmund Åvik]

Is there anybody who knows jEdit?
It is impossible to get the special Norwegian characters ÅåØøÆæ right 
in the headings, and also the Swedish ÄäÖä and German Üü. I have tried 
many encodings in Preferences > General > Default character encoding, 
like UTF 8, ISO 8859, Mac Roman etc. Should I do some other settings?

Also, using F3 it will no longer make pdf-files, only ps-files (which I 
can doubleclick to make pdf).

jEdit 4.2
Lilypond 2.4.2
Mac mini 1.25 1 GHz Tiger

Regards,
Oddmund Åvik