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I tried your way,but problem still ocurs.

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Component is encoding agnostic, while encoding supported by browser , grid can work with it as well.
If you loading data from XML please be sure that
a) encoding of page set to necessary codepage
b) XML contains correct encoding in header
           <?xml version='1.0' encoding='UTF-8' ?&gt;

If problem still occurs for you - please provide a sample of problematic XML.
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I tried your way,but problem still ocurs.
I just translated a word in your DHTMLX grid sample into Chinese,then it doesn't work normaly.I also did change the encoding in the index.html from iso 8859_1 to GBK.
here's my grid.xml

<?xml version='1.0' encoding='UTF-8'?&gt;
<rows&gt;
    <row id='1'&gt;
        <cell&gt;-1500</cell&gt;
        <cell&gt;A Time to Kill</cell&gt;
        <cell&gt;约翰 Grisham</cell&gt;
        <cell&gt;12.99</cell&gt;
        <cell&gt;1</cell&gt;
        <cell&gt;24</cell&gt;
        <cell&gt;0</cell&gt;
        <cell&gt;05/01/1998</cell&gt;
    </row&gt;
</rows&gt;

Please check attached sample, it uses the same XML as you provided and works correctly.