Take a look at
http://spanish.about.com/library/weekly/aa031599.htm. There you can see other ways to get spanish characters.
About thinking words in local language, it's normal (me too..). But if we were an authentic spanish-and-english-speaker, we wouldn't have to think in this way.
This question should be responsed by something that speak both languages fluently, as Suki.
Sukiiii. What language do you dream in? What language do you think in? English? Spanish? Both? Depending on situation? Depending on dream?
Hopebee: you should try to get spanish-¿subtitled? films. It's a good way to learn to think in another language.
See you!