You can of course use Character Map to select the appropriate character visually rather than remembering umpteen ANSI codes and key combinations - admittedly it's not as quick but I got fed up with command line interfaces around 1973. Works on everything I run apart from Picasa text!

In XP it's under %SystemRoot%\system32\charmap.exe, you can always stick a shortcut on the desktop or whatever, and keep Character Map open while typing. You could no doubt write a macro to fire it up every time you start Word! Plenty of helpful articles in XP help and online, presumably also available within Vista and 7.