This page indicates that Greek letters can be inserted into Emacs by using M-i. However, Emacs 23.2.1 in a Debian Squeeze variant inserts the \"tab\" character when
M-i
You can use another prefix, like:
(global-set-key (kbd "C-x a") "α") (global-set-key (kbd "C-x b") "β")
Or use global-abbrev-table as it's explained on the page you mentioned.
global-abbrev-table