You need to specify collation preperty for the string in the INSERT
statement you are using. Also the string you are inserting should be of UNICODE
datatype - use N
prefix for that.
INSERT INTO MEMB_INFO (User, Pass, Name) VALUES ('Joni', '123456', N'גוני דף' COLLATE HEBREW_CI_AS)
Check that PHP variable can handle unicode characters. Otherwise it will be PHP that turns your string into question marks.
You may check out SQL Server drivers for PHP.
And Unicode Character Properties from PHP doicumentation.
Some resources on PHP and unicode:
http://www.sitepoint.com/bringing-unicode-to-php-with-portable-utf8/
http://php.net/manual/en/function.utf8-encode.php
http://allseeing-i.com/How-to-setup-your-PHP-site-to-use-UTF8
http://www.yiiframework.com/wiki/16/how-to-set-up-unicode/
http://pageconfig.com/post/portable-utf8