Jason Frazier has used the free Microsoft keyboard layout creator to devise a keyboard method for entering Pinyin texts with tone marks. This will work on Windows 2000 and XP systems.
Basically, to type a vowel with a tone mark, first press the key corresponding to the tone you want and then the vowel (or “v” for ü). Many may find this method preferable to using an online tool that converts Pinyin tone numbers to tone marks (my own online converter being desperately in need of an update) or a separate program such as Wenlin (or its free but tremendously useful demo version).
To download and install this Pinyin-entry tool, follow the directions on Jason’s Web page. I’ve added a screenshot below to help clarify part of the installation process.