Can you check and ensure that you are using UTF-8 as the input encoding.
Here is a test that I did that works:
CODE
select * from geo.placemaker where documentURL='http://social.msdn.microsoft.com/Forums/pt-BR/aspnetpt/thread/118b6602-79d4-4819-9a53-765e5532c3cf' and documentType='text/plain';