sorry Kalvillo for MySQL version 5 or greater this is correct
alter database mydatabase charset=utf8; (as above)
ALTER TABLE tbl_name CONVERT TO CHARACTER SET utf8; [1]
I just tested this for you and it changes columns with the table, in this case, tbl_name. That should work, and be alot quicker
[1](
http://dev.mysql.com/doc/refman/5.0/en/alter-table.html)