The Reader supports Unicode fonts out-of-the box, the only problem is that it ships with fonts that are not Unicode (
classic Sony idea; they like reveling in irony). We have a very nice guide (if I may say so myself :P) on changing these default fonts
here.
You need to find a Unicode font and then use the linked guide to replace the default Reader font with it. This should all be fairly simple and easy to do.
EDIT: For some strange reason, I missed gwynevans's post.