How are you creating you notes... Callout or Text Box?
What version of SE?
ALT+0176 works for both but you must use your number pad while holding down the ALT key. The row of numbers at the top do not work.
The Callout feature only takes the %DG shortcut. In later versions of SE (maybe ST4 up) the Text Box command has a "Select Symbols" option on the command bar to insert things like the ° symbol.