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has some information about how some characters are handled in different collations. Choose the collation based on the principal language that your site is about.
Once you've decided on what collation you want to use and entered it into the 5th box, click the Submit button. This will change the collation of the database, tables and columns to the collation you've chosen. The progress will be shown as it goes along. The last tables altered are tng_xnotes, so if you don't see these as the last items listed in the output the script didn't complete.