Similar to Apps suggestion....
You could use Tinyspell.
I have used it every day for years now to check my spelling in the Accounting package MYOB, but works with all windows programs.
Way back when we were making jokes about everyone speaking fantastic Typonese in my chatroom, we went in search for the solution that would provide spell checking in our chat clients.
One of the programs we tried was TinySpell, which we all ditched in less than 20 minutes. It was just annoying. It would beep and you'd be typing so fast you were at the end of the line before you could react to it and try to figure out what it was that you misspelled.
At least with As-U-Type, you could set it to auto-correct and it was also good for setting up text shortcuts to make things even faster, which came in handy with us for those stupidly long strings of text to perform admin duties in the channel. It even makes sure you capitalized the first word in every sentence.
You really wouldn't believe how great this is till you try it. Download the demo...you'll love it.
There is a way to save the additions you make to the dictionary in the demo, but it will cause you to have to save it before closing it each & every time, and loading it when you start it next time.
On the main program window there are 2 buttons, one for spelling dictionaries and one for correction databases. Go to each one and click export and save it as either spelling.txt or corrections.txt before closing the program. Then the next time you run it, do the same thing but click import and select the correct file that you saved before.
What is great about this is that you build a universal dictionary that goes with you from application to application and this works in EVERYTHING you can type in...from e-mail to messenger clients to forums to Windows Notepad. The more you use it, the more accurate it becomes.
Now the bad things about it...
It's only for Windows...and only for English. (sorry)