How do I write IDN domains?
What you are seeking is called Punycode. You can do virtually any kind of Unicode personality with it, I think.
Verisign have a great conversion tool here.
In your circumstance,
mjölk.com converts to
xn--mjlk-6qa.com is the domain name you'll require to register and also the DNS access you'll require to create if you desire that IDN.
(You can attempt this in your internet browser. In both my FF and also IE, http :// mjölk.com reroutes you to http://www.xn--mjlk-6qa.com/