I copied and pasted your code into Emacs then ran pdflatex on it, and the Chinese characters displayed correctly in Acrobat Reader. This was using TeX Live 2010 in Linux.
The only thing I can think of is that perhaps your source file is not being saved with UTF-8 encoding. This is what I get when running the 'file' command on the source file:
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הההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההההה
XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
You should be able to do that in OS X. If it shows some other encoding besides UTF-8, then there's your problem. Some text editors have a hard time with Unicode, but Emacs handles it just fine.