+1  A: 

Open up "Character Map" (from Programs->Accessories->System Tools on WinXP). You can find all sorts of interesting characters there.

Sometimes, you'll want to use weird fonts like WebDings or WingDings, but be careful to only use fonts that will be on the users's machines.)

John Fisher
A: 

You can press ALT and type the unicode value for the character you want. Consult this table, specifically the "arrows" section, and convert from HEX to DEC.

jeffamaphone