How to put non-English alphabet in web pages? Options

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Does anyone here know how to put non-English alphabet in web pages? I ask this because I'm currently working for a client who needs to have their site in two text languages: English and Urdu (Pakistan's official language). I've done some research online and have discovered there are 3 methods, two of which that require visitors to either download a plug in or require us to post the text as images, both of which would either inconvenience our visitors or myself. The last method is the one I'm asking about which involves unicode and software that writes the unicode for you to display on web pages. I can't, for the life of me, figure out how this works so if any of you have any experience with adding different text languages to a web page, perhaps you can point me in the right direction.

Thanks.

Oh, and this the the software I'm looking at: U-TRANS