Thanks, I tried to enable the norwegian locale, but that didn't help.
The problem seems though to be a KDE related one. For example KDM (KDE login manager) works fine and displays all the characters perfectly. The same can be said about Firefox. But the native kde applications are still not displaying the special characters correctly.
And even more weird is the fact that when I write something in Firefox (with special characters) then copy and paste it into a kde application, everything works and the characters are displayed beautyfully. But when I press the key corresponding to the special character, it displays only the two empty boxes. So again, it seems like kde applications associate the keystroke with a wrong character.
I still haven't figured out how that can be fixed though