i have this defined in my emacs:
(global-set-key (kbd "H-*") "°")
which inserts a degree character when Hyper + Shift + 8 is pressed.
works fine in OS X, but on Windows Vista + emacsW32, it gives this error:
“After 0 kbd macro iterations: Keyboard macro terminated by a command ringing the bell”
GNU Emacs 188.8.131.52 (i386-mingw-nt6.0.6001) of 2009-05-28 on LENNART-69DE564 (patched)