What operating system / widgetset are you using?
How are you putting greek characters to those components?
You could try putting the text into the component at run-time. Something like
MyComponent.Text := 'my greek text';
On Gtk 1, my greek text should be on a iso format probably, on Gtk 2 it should be utf-8. Careful that lazarus editor doesn't work with utf-8 (yet). You need to use another text editor to create that string. After don't alter it with Lazarus, unless you knows what you are doing.