Having not long joined the forum, I've just read this topic and FWIW there's another way to get Þ etc. without needing to open Word, so it's useful if you post from your phone or netbook or other device that doesn't have an office suite. I believe it will also work in Windows, OSX and Linux.
All characters can be written using the Alt key (hold it down) plus a numeric code, which you need to enter using the number keypad of a full size keyboard or the 'blue' number keys on a laptop / small keyboard. When you let go of the alt key, you'll see your AS character. Don't type the '+'.
Alt + 0230 is æ
Alt + 0198 is Æ
Alt + 0254 is þ
Alt + 0222 is Þ
Alt + 0240 is ð
Alt + 0208 is Ð
If that seems a lot to remember, you can always make a note of the codes e.g. in Blackberry Notes, and then you don't need to have Word or OpenOffice open just to type a quick comment.