Your printer may use a different character set for European characters. Check your printer and printer driver settings.
If the driver supports different character sets, try switching to another character set. For example, PCL printers default to using the PC-8 font set, which contains most european characters, but some only in lower case.
Some printers have dip switches that let you switch to an alternate font code page, probably to the ANSI/Windows code page that PalmOS uses.
If you are using a third-party utility to add language support to your device that PalmOS does not natively support (e.g. Czech, Hebrew, Russian, etc), then that utility most likely uses a custom code page that printers will not support in text mode. To support these languages, try printing in graphics mode with the appropriate graphics driver.