To change your keyboard to support different locales, follow these steps:

1. Open the Control Panel
2. If in the category view, click "Date, Time, Language, and Regional Options"
3. Open "Regional and Language Options"
4. In the dialog that opens, go to the "Languages" tab.
5. Click the "Details" button in the "Text Services and input languages" section.
6. In the dialog that opens, click the "Add" button to add a new keyboard type.
7. Click "Apply" to save the settings - keep this window open!
8. After clicking "Apply", the "Language Bar..." button should be enabled. Click it.
9. Make sure "Show the Language bar on the desktop" is enabled, and click Ok.
10. Click Ok and close out of the dialogs

You should now have a little button on your taskbar that says "EN" (if your default locale is English) - click it to change keyboards and enter fancy unicode strings.