Actually, it doesn't really matter, because the process is pretty much the same in all versions of Windows. But because you're an XP man, that's the how-to I'll give you:

Click Start, All Programs, Accessories, System Tools. You'll see Character Map in that menu. Right-click (yes, right-click) and hold the icon, then drag it down to the Quick Launch toolbar and release it. Choose Copy here from the menu that appears.

That's all there is to it. You could have left-clicked and dragged the icon, but that would have moved it out of the System Tools menu. This way, you've got a copy of the shortcut in both places.

You can follow this same approach for just about any program or Windows tool. In Windows 7, it's even easier: click Start, start typing the word character, and when Character Map appears in the menu, drag it down to the Taskbar.