Typing the U with umlaut (ü) on the Microsoft Pinyin keyboard

If you use the Microsoft Pinyin keyboard/IME to type Chinese characters, you'll probably eventually need to type a word that involves ü - the U with umlaut (two dots above it) - in the Pinyin. Pressing the normal U key always makes the keyboard assume you wanted an undecorated U.

There is a simple, but completely unobvious way to get that fancy character. Pressing the V key when a ü is valid Pinyin for the current cursor position will indeed insert a ü.