[Richard A[_2_]]

I'm using Word 2003. I want (don't ask why!) to avoid a line-break between an
em-dash and a footnote cue, comma or semi-colon that immediately follows it.

I believe that the no-width non-break special character is intended for this
purpose. However, it (a) doesn't seem to work, and (b) leaves me with a very
odd shaped cursor (with a little triangle attached at the top left).

Can anyone explain how to work round this or if it has been fixed, please?