AngelDevil, that KB explains that MS Shell Dlg is a font mapping and when it is set wrong you can have
all kinds of unexpected effects.
MS Shell Dlg is not for replacing unreconized font names with system fonts. It is used to provide the same font face for all programs on all Windows versions; so you don't need to make a seperate program for XP which uses Tahoma, Win95 which uses Arial and Vista which uses whatever-else as the system's default dialog font. You can simply make 1 program which uses the special font MS Shell Dialog and this will automatically be mapped by the OS to its standard default system font so your programs looks like any other program in that OS.
Thus this isn't about non-supported characters. In fact, what they say in that article is that you should not use MS Shell Dlg if you're program needs very special characters. This because you can not be sure that the MS Shell Dlg font is mapped to a font which has those special characters (which in that case you see the pipe symbol, question mark, square or maybe even another character), and you should use a build-in font...
Anyways, a very common effect when the MS Shell Dlg points to a wrong font is
exactly as shown in the screenshots of the top poster and the poster in that other thread. Most likely they have a wrong font mapping somewhere (due to installing bad Windows Skins for example). Though those screenshots might also indicate a wrong DPI setting, or a combination of both, etc...