Windows MobiPocket Reader and Windows MobiPocket Creator can import HTML and export a MOBI file that you can then copy via USB to your Kindle. So the conversion happens on your PC.
However, Amazon is using a very similar program to do the conversion for you. So I'm not sure this helps.
I don't know much about HTML, which is why I did not reply earlier. I think your problem might be that the HTML is identifying the wrong charset, see
Wiki: Character encodings in HTML. Even is this is the case, I'm don't know what tool you should use to fix the problem.