Simple Linux MySQL GUI Client That Reads UTF-8?
This was asked (and answered) on StackExchange, but I do think it's a very valid question for our forum.

The correct answer is that you have to issue the following command:

SET NAMES 'charset_name' COLLATE 'collation_name'


which for your case (from here) is

SET NAMES 'hebrew' COLLATE 'hebrew_general_ci'


If for whatever reason this doesn't work for you, you could install a Hebrew version of Linux on some machine you have lying around?