i use a lot of subcript of letter a and subcript of letter u. i need a
shoertcut while
typing to insert these two characters.

You can do it by using a Macro. These instructions are for Word 2000.

Go into Tools > Macros > Record New Macro.  Call the macro suba and
click the "assign to keyboard" icon. Press the key(s) you want to
assign to the macro, eg Alt+a then click Assign and Close. You are
then in a document screen with a Macro Recorder (pause and stop icons)
pop-up. Type a, shift-left-cursor to block (select) the a,
Format>Font>Subscript (turn on), right-cursor to move past the a,
Format>font>subscript (turn off), then click Stop in the Macro
Recording popup.

Now when you use the keyboard shortcut Alt+a, Word will type an a,
select it and apply subscript, then turn subscript off for you to
continue typing. This works at the start, middle and end of a word.

Note that some key+letter combinations are already in use for accented
characters, and these settings seem to take priority over macros.

Hi Owain,
I tied this it works for sub a , but the when i tried it for t-subh, 
it work initially but then later on it starts a sentences in subscript
and everything get inverted.
I  am thinking now of taking a font and customizing it , i.e  removing
all the capital letters and replacing with subscript and renaming it. 
Who owns these fonts like Bookman  , times roman etc. Are there
generic font I can customize   say via font creator.?

Hi solecat,

For the record, I did answer your question as stated:

"i use a lot of subcript of letter a and subcript of letter u. i need a
shoertcut while typing to insert these two characters."

Type your subscripted a.
Select it.
Press Alt+F3.
In the box that pops up, type aa (or whatever you want).
Now, go back to your document and type aaF3.
One subscripted a should magically appear.
Repeat for your u.

Our communications thereafter dealt with inserting the sub-a into the
middle of a word, something you hadn't mentioned in your original
question. If you had mentioned it, I wouldn't have answered your
question.

I spent alot of time trying to find you a solution. Had I known you
were so unhappy, I would've preferred to ask the editors to remove my
answer to give another researcher a chance to work on it and to avoid
getting 2 stars for a question that I answered perfectly (for $1.50).

Regards,
hummer