<Multi_key> is undefined

[jonetsu]

Hello,

The use case is being able to type pinyin characters.  The actual
pinyin characters, whit the punctuation marks.  Two of them are
easy to have using a German keyboard.  The two others are
accessible using the so-called 'compose key'.

Using Linux Mint 17 (Ubuntu based), KDE's System Settings are
used to assign the compose key to Scroll Lock.  Using this to
write 'ă' in kconsole terminal works fine.  It also works well in
the Claws-mail email client, as well as firefox.

But not in emacs 24.4.1 (and previous versions for that matter)
where the following is displayed as soon as the Scroll Lock
compose key is pressed:

<Multi_key> is undefined

How can this be made to work in emacs ?  This would be very practical.

Thanks.