can we change the DB character set at session level

hi,

when iam giving the alter session command iam getting the error:

SQL> ALTER SESSION set NLS_CHARACTERSE

T =WE8MSWIN1252;
ALTER SESSION set NLS_CHARACTERSET =WE8MSWIN1252
*
ERROR at line 1:
ORA-00922: missing or invalid


i need to enter Arabic names in using the xml file.

here i have two questions
1)is it is possible to set character set at session level. because my client is not allowing to bounce the database. DB version is 10.2.0.4

Right now my DB is in US7ascii

2)is this "WE8MSWIN1252" set supports Arabic.

Regards,
Naresh