Unicode in console

I''m just looking into how to use unicode, and display scandinavian characters in console programs. Just doing this to learn, only for fun. Is it possible to display æøå? in a console? with unicode? and how? pls give a brief code example that will do excatly that, because I''m confused about this.... take a brief look on this:

#include <iostream>
#include <windows.h>
#include <tchar.h>	// Include Unicode support functions


#define UNICODE
using namespace std;

int main()
{
	SetConsoleCP( 1252 );
	SetConsoleOutputCP( 1252 );

	wprintf(L"æøå");
        return 0;
}

I belive SetConsole... only change what ascii page we are using (not true unicode). This ofcourse display the chars correctly, but it is not unicode?? I tried alot with wchar_t*, and to give it different values.. but still not correct output. pls help, thx in advance. I have been at msdn/google ... no luck, but I found stuff about the SetConsole...