If you're using Windows XP then there's a character map application you can open and copy/paste any character you need.
Start->Programs->Accessories->System Tools->Character Map
Just browse to select the character you need. Note that different fonts have different characters available. Generally the common ones are the same, but unusual fonts may have different characters. To 'magnify' characters just click on one, and then click on it again to reduce the size.
There's another, quicker, way to enter the character you want and you can use the character map as described above to find out the key code you need.
While typing (on a 'standard' keyboard with a separate number pad on the right) you can hold down the Alt key and enter in the code of the letter you need on the numeric keypad. The umlaut above the 'o' is Alt+0246 (described as
Latin small letter O with Diaeresis). If you're using one letter constantly then it's probably easiest just to remember (or note) the code. For this to work, the numeric keypad lock has to be on. Laptops, with no numeric keypad, do have access to this function, but the means of using it differ between manufacturers. This method allows access to all sorts of characters, such as the ¼, ½, ¾ and © symbols directly from the keyboard.
Alternatively, you can use Colins method of copying Jörg's name and pasting it where required
