in your connectin file, locate the last line, this is an example for a connection named test:
$test = mysql_pconnect($hostname_test, $username_test, $password_test) or trigger_error(mysql_error(),E_USER_ERROR);
and add the following code just after it:
mysql_set_charset('utf8',$test);
you will need to modify the code to use you connection name instead of test.