moving data from windows to linux

Hi,

I am having problem importing data from a windows xp2 postgresql server
to a linux one.
On the windows server I did: pg_dumpall -U postgres > dumpall.sql

On the linux machine I did:
tr -d '\r' < /data/dumpall.sql | psql -U pgsql postgres

ERROR: invalid byte sequence for encoding "UTF8": 0x92
HINT: This error can also happen if the byte sequence does not match
the encoding expected by the server, which is controlled by
"client_encoding".

As adviced in
http://pgfoundry.org/tracker/?func=detail&atid=538&aid=1000836&group_id=1000125
<http://pgfoundry.org/tracker/?func=detail&atid=538&aid=1000836&group_id=1000125>,
I changed the client_encoding in postgresql.conf and restarted the server.
I also changed it using \encoding in psql. But I get the same error.

What am I missing ?
Also, would a brutal copy of the base directory do the trick ?

Cheers,

Francois