It looks like the file names are UTF-8-encoded, but treated as Latin by PD4ML.
Please make sure you use the most recent dxl4pd4ml.xsl and pd4ml(_demo).jar. The actual stylesheet can be obtained from http://pd4ml.com/command-line-dxl-to-pdf-converter.htm
Also it is a good idea to dump the document source as DXL and to try to convert it offline with the command line tool. It simplifies debug a lot. -dumphtml switch should help you to analyse if the names in HTML are correct, before the doc passed to PDF converter.