In today's WOODY's OFFICE FOR MERE MORTALS (sign up here), it is said that you can insert a unicode character by typing:
and then immediately pressing Alt+X. This does not seem to do anything on my computer. Note: It might be easier to test with 0025 (which should give you a % sign) than the code above, which makes a character that you normally can't see.
Request: If this works on your computer, can you open the Tools>Customize...>Keyboard... dialog, press Alt+X and tell me what command it is assigned to?
Workaround: If this turns out to be an XP and higher option, you can insert the ZWNBSP (zero-width non-breaking space) in Word 2000 using a macro like this one:
If Selection.Type <> wdSelectionIP Then
If MsgBox("Replace selection?", vbQuestion + vbYesNo) = vbNo Then Exit Sub
ActiveDocument.ActiveWindow.View.ShowAll = True
to which you can assign a keystroke (such as Ctrl+Alt+Spacebar).
Or, if you prefer an AutoCorrect or AutoText solution, you can enter the unusual gray box character into your document from the VB Editor's Immediate window by pasting in the following and pressing Enter to run it:
and then, upon returning to your document, selecting the box (if not visible, use Show All), and saving it as AutoText or an AutoCorrect entry in the usual way.