After you requested the data export, you will get an a CSV file via email. This can be opened with many popular text editors. Mostly Microsoft Excel is set as the standard application, another free possibility to open CSV files, is OpenOffice.
Unfortunately, some programs like Microsoft Excel have problems showing CSV files correctly.
Please import the CSV file in Microsoft Excel, then separate by comma, choose Unicode, and format the columns as text. Then your data should be shown correctly.
We are already working on the support of additional formats, such as PDF.