Need "ä" in a label, in a plot.

[Patrik Magnusson <patrik@pedgr634.sn.umu.se>]

I've been using 'gnuplot' and 'gri' for a while to produce neat-looking plots. 'gnuplot'
for the simpler stuff, and 'gri' whenever I needed greek letters in the labels. 

Last night I got stuck. I need an "ä" (a with two dots above) in one of the labels.
In 'gnuplot' I tried to set label "...ä...", which, as expected, gave me "... ...".

In the docs for 'gri' there used to be a list of what symbols you could get if you used
$\something$ but this list appears to have disappeared. (And thus appears no longer, pun)
I tried using $\abar$, $\atilde$, $a\tilde$ and so on. Results of these were "bar", "tilde", 
"ailde", and so on.

I then turned back to 'gnuplot', to try to use set term eepic. 
I produced a "file.tex", and tried to include it in my main document.
This main document starts off with:
\documentclass[12pt,a4paper,swedish]{article}                                   
\usepackage[T1]{fontenc}                                                        
\usepackage{babel}                                                              
\usepackage{graphics}                                                           
\usepackage{epic,eepic} 

and later on:
\begin{figure}                                                                  
                                                                                
\include{file}                                                               
                                                                                
\end{figure}   

When I run latex on this file I get a heap of error messages:
! LaTeX Error: Command \Diamond not provided in base LaTeX2e.

I've compared the "file.tex" with some examples.tex I found in doc/eepic/ and they
look pretty much the same.

I'll trudge on, but any assistance would be appreciated.

/Patrik

p.s. Don't advise me to "stand on top of your computer", because I'd probably try it
by now.