Meredith wrote:
I want to create an AutoCorrect entry that changes "e-mail" to e-mail
that includes a nonbreaking hyphen. When I type Control+Shift+hypen
in the AutoCorrect screen it doesn't accept it as a nonbreaking hyphen

Type "e-mail" with a nonbreaking hyphen in the body of a document. Select
it. Open the Tools AutoCorrect Options dialog, where the entry will appear
in the With box with an asterisk in place of the nonbreaking hyphen. Click
the Formatted option button just above that. Type "e-mail" with an ordinary
hyphen in the Replace box and click Add.

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Regards,
Jay Freedman
Microsoft Word MVP FAQ: http://word.mvps.org