Dear Piotr, dear Bhante, dear all,
First of all many thanks for your diverse, interesting, and helpful suggestions.
Since I have a Microsoft Windows 7 OS, I could not test Bhante Sujato’s suggestion, but I did look into Piotr’s suggestion. Both approaches are equally powerful, as they enhance the keyboard settings for the whole operating system. So the changes work in pretty much any editor including Notepad, Email, Webbrowser, ect… Unfortunately, the installation of the “Pali Keyboard” package - ‘dedepali.zip’ for German + Pāli - was not succesfull on my laptop. I got an error message saying something like “Required resource ‘DATABASE’ is not available.” However, with the information given on the website I was able to create a similar package using the Miscrosoft Keyboard Layout Creator (‘MKLC’ - the tool used to create the packages on the website) and could install that one on my system. The result is: “satipaṭṭhāna” - Yeay, it works! 
My conclusion is, that there are two quick ways on Microsoft Windows to use Pali characters and a hard way (where one of the quick ways is not always available).
- The first quick way is to simply use MS Word and assign Keyboard Shortcuts within the Symbol Table of Word:

This can be done if you navigate to the specific character and press the button around which I drew a green frame to define your custom keyboard shortcut for that character. The drawback is, that then you will always have to type any text which includes Pāli using MS Word and then use Raivo’s method of paste© to insert the text where you need it.
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If the packages which are found at Piotr’s linked website “Pali Keyboard” install on your machine without errors, then this is also pretty quick&easy. (Apart from the fact that you have to resolve some conflicts with predefined keyboard shortcuts in MS-Word to use this fix with MS-Word. Again, the details are given on the website.)
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Alternatively, you can download the MKLC and define your own keyboard layout. The website Piotr provided a link for (i.e. “Pali Keyboard”) gives all the details you need. I used the MS Word Symol Table to find the character codes for all Pāli Characters (see the red frames in above screenshot). In case anyone wants to try this out, I put together a list with all the character codes:
Pali_Character_Hex_Codes.pdf (305.3 KB)
You can open your standard Language Package in the MKLC and save it under a new name. Then insert the Pāli Characters as described on the “Pali Keyboard” website. Subsequently, you can build your own installer for this package. As in above solution number 2) you have to resolve some conflicts with predefined keyboard shortcuts in MS-Word if you want to use this solution within MS-Word.
I know the third option is a bit of work. I will try to let the person, who provides the “Pali Keyboard” know, that I experienced problems (I still have to look for the contact details). Maybe he is able to update the package.
With much mettā,
Robert