|The shift key + 3 is # on a US keyboard.|
If you are outside the UK or the pound is not your currency you can get the pound sign by holding Alt then hitting 0163 in succession.
Or alternatively you can use the character map to get it.
Start > All Programs > Accessories > System Tools > Character Map
If you are in the UK and have a UK keyboard then you will need to change the regional settings for the keyboard in the control panel.
Start > Control Panel > Regional and Language Options