bizarre signif stars in Sweave latex

OK.  I give up.  I'll ask a stupid question.
How do I get the $!#@*$ signif stars line printed by summaries
to not look extremely bizarre in the latex produced by Sweave?
For example, see p. 7 of

    http://www.stat.umn.edu/geyer/aster/library/aster/doc/tutor.pdf

I can see what the problem is.  R emits non-ascii characters (as it
is supposed to do), Sweave puts them in the tex file, and latex can't
handle them.  But I don't see the solution.

Hmmmm.  Well I just discovered a kludge

<<foo,include=FALSE,echo=FALSE>>=
Sys.setlocale(category = "LC_ALL", locale = "C")
@

at the beginning of the Rnw file.  But is that TRT (the Right Thing)?

Charles Geyer
Professor, School of Statistics
University of Minnesota
charlie at stat.umn.edu