It turns out Microsoft have released a nice little utility that makes it a doddle to create a new keyboard layout. I've used this to create a Danish Mac OS X-like keyboard layout for Windows in record time, man is that nice. No more frustration and stress when using Windows. Errr... at least concerning the keyboard.
On Windows the left option/alt key is reserved for accessing the menu, to access the special characters you have to use the right alt key (called AltGr on a PC). A minor annoyance which is quickly adjusted to.
On a Mac portable we don't have the AltGr key, in Windows you can emulate it by pressing ctrl+option but this is cumbersome. Microsoft have released a powertoy (remapkey.exe, part of Windows Server 2003 Resource Kit Tools) that is able to reassign the keys' functions, I have used this to make the right Apple/command key an AltGr key in Windows. Also I miss forward delete, you can press fn+backspace to get forward delete but using the remapkey utility you could map the extra enter key to forward delete. Which is nice.