Another alternative is
goto All Programs->Accessories->System Tools->Character Map
and type 'Delta' in "search for" text box keeping "Font" (top most dropdown list) as "Arial Black" and "Character Set" as "Windows: Greek". Search lists delta character. Click the cell with delta icon -> select ->copy
In unigraphics Annotation Editor, paste it, change its font to "Greek".
This method can be used for other special symbols, but in annotation editor change the font to "cyrillic" or "cyrillicf".