I wish MS Word were more intuitive in detecting when I’m typing a foreign word — it’s pretty good with some words, but usually it doesn’t add the required character. Here are a few shortcuts to get the foreign characters you need:

Ctrl+’+letter = acute accent
Ctrl+`+letter = grave accent
Ctrl+Shift+~+letter = puts a tilde over the letter
Ctrl+Shift+^+letter = adds a circumflex accent
Ctrl+Shift+:+letter == adds an umlaut

Or, click here for a list of all the shortcuts.