It appears that the default bbForum tables have a strange latin1 swedish Collation set, that will not work for most people.
You can use phpmyadmin or some other tool to connect to the database and manually set a different Collation, like utf8_general_ci.
To do this, you have to connect to phpmyadmin, then select the database, then select the tables one by one, click on structure, notice the swedish Collation, click on Change [ the pencil like icon ] and select utf8_general_ci from the list.
I’m sure there’s a more automated way to do this, but there are only about a dozen entries to change so I did it by hand.
It probably is a bug inside the normal installation, it should be set to utf8_general_ci by default, not swedish.
I hope it works for you, I just did this and it fixed my problems