Filenames in foreign languages can sometimes be a little problematic, because Unix doesn't really have any standard on how to store them on disk - filenames are just byte arrays. Because a machine may have users with different locales this can make sharing files very difficult, so the desktop environments seem to be storing filenames in UTF-8 with no regard to the locale. GTK apps also look at the environment variable G_FILENAME_ENCODING, which you may want to define, but if memory serves me correctly it defaults to UTF-8 so with an UTF-8 locale you don't need to care.
Are you sure .profile is sourced in your X session? Try checking the environment variables are set in an xterm. The command locale will also print out the locale settings, but I can't remember if OpenBSD has one (I'm stuck on a painful mobile device so I can't check). Do the filenames look ok if you ls them in an xterm? HTH, Jussi Peltola [demime 1.01d removed an attachment of type application/pgp-signature which had a name of signature.asc]