You use Times New Roman for special _characters_ (or many other fonts
that also have them -- after you have typed your text, you can try
changing the font to see if the letters you have used are included in
the font you change to)
For typing special _type faces_ -- I suppose you need to use
Devanagari -- for just a few letters, you can still use Insert Symbol;
just go to the Devanagari section. I don't remember whether Times New
Roman includes it, but Arial Unicode does.
But it would be better to turn on typing in Sanskrit on your computer.
Go to Start > Control Panel > Regional and Language Options, the
Language tab, and (XP) you add a "language" or (Vista) you add a
"keyboard."
After you do that, you;ll have a "language bar" at the bottom right of
your screen, which is simply an icon with two letters -- mine says EN,
yours probably says IT. Click on that and choose Sanskrit.
To see the keyboard you are now using, go to Start > All Programs >
Accessories > Accessibility and chools "On-Screen Keyboard." Then put
your cursor in a document where you have changed to Sanskrit, and move
your cursor over the on-screen keyboard -- and it shows you what the
keys now do. You can type on your keyboard, or you can click on the on-
screen keyboard. (The aspirated letters are mostly Shift, and to make
a conjunct, type the first consonant, then the Virama key, which is d,
then the second consonant.)
Your Windows/Word is probably in Italian, but you'll be able to figure
it out!