change string to unicode

[jyoung79 at kc.rr.com]

If I have a string like so:

a = '\\u03B1'

and I want to make it display a Greek alpha character, is there a way to convert it to unicode ('\u03B1')?  I tried concatenating it like this:

'\u' + '03B1'

but that didn't work.  I'm working in Python 3.0 and was curious if this could be done.

Thanks.

Jay