Please Note:
Not all applications support Unicode characters. Please don't try this on ancient programs or on (very) old versions of Microsoft Windows.
These "non-unicode" programs are hard to pin at times, but an example is Microsoft Outlook Express, and Firefox 2.0 has a (ridiculously) hard time entering such characters, although it is a unicode application. Best course of action to take in Firefox is to cut and paste the characters you want from elsewhere until the developers get that fixed.
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