If you try to use a character set that is not compiled into your binary, you can run into a couple of different problems:
Your program has a wrong path to where the character sets are stored. (Default /usr/local/mysql/share/mysql/charsets). This can be fixed by using the --character-sets-dir option to the program in question.
The character set is a multi-byte character set that can't be loaded dynamically. In this case you have to recompile the program with the support for the character set.
The character set is a dynamic character set, but you don't have a configure file for it. In this case you should install the configure file for the character set from a new MySQL distribution.
Your Index file doesn't contain the name for the character set.
ERROR 1105: File '/usr/local/share/mysql/charsets/?.conf' not found (Errcode: 2)
In this case you should either get a new Index file or add by hand the name of any missing character sets.
For MyISAM tables, you can check the character set name and number for a table with myisamchk -dvv table_name.