Download the Transliteration module from drupal.org/project/transliteration. There is a version 3 release candidate. I used version 6.x-2.1, a 97.26 KB download from 2009-Jun-09.
The only installation option is to convert existing file names but that will break existing links to your files. If you did change an existing file name, you could use the Path Redirect module to redirect requests from existing links.
There are no options when you look in administration by module. When you switch the module on there is a message about existing file names not being transliterated. The readme.txt file tells you how to change the code to convert existing files. Version 3 moves the option from code to an administration option. The online documentation link is to the readme.txt file from version 3.
Do not install this module unless it is requested by another module. Test the version 3 release candidate if you want to manually change existing files.