I've found a solution for my problem:
I've used the -CACP to generate the CSV file ANSI Encoded and it works!!!
Now my command looks like:
SET @File = 'MyQuery.csv'
set @SQL = 'bcp "SELECT FirstName, LastName, DwellingName FROM Table" queryout "' + + '" -c -CACP -t "," -T -S '+ convert(varchar,@@ServerName)
exec master..xp_cmdshell @SQL