PHP PDO: charset, set names?

I had this previously in my normal mysql_* connection:

mysql_set_charset("utf8",$link);
mysql_query("SET NAMES 'UTF8'");

Do I need it for the PDO? And where should I have it?

$connect = new PDO("mysql:host=$host;dbname=$db", $user, $pass, array(PDO::ATTR_ERRMODE => PDO::ERRMODE_EXCEPTION));