Windows XP can create a R˝ďumhtml file but ruby cannot.  Why?

The following code  created the wrong filename
    File.open("R˝ďumhtml","w") { |file| file.write('xxx'); }

Also, this code does not work
    str = "R˝ďumhtml"
    filename = Iconv.conv('UTF-16','UTF-8',str)
    File.open(filename,"w") { |file| file.write('xxx'); }

If I manually rename the file to R˝ďumhtml, it does work.

Setting the $KCODE="u" or $KCODE="UTF8" makes no difference.

Whats wrong with ruby v1.8.7 (or is it me)?