Editor not saving Unicode correctly

In the editor, with the Source checkbox clicked, I type in the Unicode string for a Chinese character. Then I unclick the Source checkbox, as required. The form displays the Chinese character. All is well. If I click the Source checkbox again, I see the Chinese character in there among the html, instead of the Unicode string. So when the update to the database (MS SQL Server ntext field) is executed, the Chinese character is not recognized and a question mark is stored instead.

How can I get the editor to leave the Unicode string alone?

I am using:
FCKeditor version 1.6
ColdFusion MX
MS SQL Server version 8.00.194
Encoding: UTF-8