Well, don't know about the keyboard, but I know what I used to do when I lived in US:
Just hold the "Alt" key and use normal numbers:
Alt + 0228=ä Alt + 0229=å Alt + 0246=ö
(brought to you by: ISO-8859-1)
PS. to use the capital letters:
0196=Ä 0197=Å 0214=Ö
Have fun!