From my own experience, going the ALT + number route is safer. Just make sure your num lock is on, and hold down the ALT key as you type the numbers. I still have the set of pages with ASCII codes from my Word 4 manual (yes, back then, Word had an actual manual). I keep copies of the pages handy both at the office and at home and make new copies when the ones I'm using start getting bedraggled.
Inserting the characters usually works, but occasionally one gets altered when sent by email or put online (or, BTW, when put into a forum post). I've never had that happen with the ASCII code.
Another BTW - Even though I spend a fair amount of time hanging out in a forum specifically about copyright issues, I don't know how this would apply to a pen name. In general, you can't copyright names (even of fictional characters in a novel). Have you actually registered a copyright for the name, or are you possibly thinking of a trademark? The process for that is completely different from a copyright, and would keep anyone from using the name in the same field in which you're using it. The material you write is what gets copyrighted - not the name under which you write it (as I understand it, that is). Copyright is automatic as soon as a work is created, with registration giving you a bit more clout in court if that should come up; trademarks, I think, do need to be registered to be legal.
