Trouble with internationalized path under windows

[Jacob Hallén]

I have a problem which ought to have an obvious solution, but I haven't found 
one despite searching for many hours. The problem occurs on Windows.

This is a version of my problem reduced to its essentials:

I have a file foo.py::

import bar

and a file bar.py :

baz = 42

If I store these two files  in say C:\Users\Admin\test everything works fine.

If I store them in C:\Users\Admin\testф, I get an import error when running 
foo.py. The letter at the end of test is a Russian "F", if it looks strange on 
your terminal.

Am using WIndows 7 with a Swedish locale. The program uses Unicode 
successfully internally, and the Windows help says that the locale only 
applies to non-Unicode programs. I have tried with using characters from the 
Latin-1 character set in the path, ones that are not in the ASCII character 
set. In this case, things work fine.

What am  missing?