Yeah, if you install MS Pinyin IME, you get a dictionary. Click on the "Open/close IME Pad". That brings up a radical dictionary - where you can find the character your're looking for. Then, when you roll over the character, it will tell you the pinyin, unicode and GBK. Then there's also another tab for inputting special symbols, Chinese numbers, punctuation symbols, zhuyin fuhao, etc.
The reason why I like the MS Pinyin is because it has intelligent input - so just like you are typing in English, you can type in Chinese, and get back the correct charaters for whatever phrase your typing in.