Comment 2 for bug 311742

Media > Convert / Save ... > Disc tab
Select DVD chapter etc, click Convert / Save button
In the resulting Stream Output dialog box, select Ogg Theora profile
Check the "File" checkbox and type "Törnrosa.ogg" in the Filename box
Click "Save"

Actually even before clicking Save you can observe in the "Generated stram output string" text field near the bottom of the dialog that the filename with the accented character contains wrecked UTF8 (apparently interpreted as Latin-1 and incorrectly converted from Latin to UTF8 although it was already UTF8; at least, the wrecked strings I've seen would typically be a symptom of that).