Keyboard trick. If you're using a machine with a numeric keypad to the right, just hold down the <Alt> key and press '0222' on the numeric keypad. That trick will NOT work on laptops that don't have a numeric keypad.
Interestingly, if you go to the Windows Character Map application (Start->All Programs->Accessories->System Tools->Character Map), click on one of the "non-keyboard" characters, then look in the lower right corner of the window. Many times you will see in the status bar "Keystroke: Alt+0222" or something like that. You can use that in the same way as the "Thorn" character above.