PowerBookG4, the link you gave refers to "KeyCaps", which is no longer on Macs, I believe it is only on OS9 and earlier.
To get a similar result, you can go into "System Preferences", and go to the "international" pane. Click the "Input Menu" tab, and check off "Keyboard Viewer". This should give you an icon on the Menu Bar (top of the screen) with a flag. Click on the flag, and choose "Show Keyboard Viewer". This should show a keyboard window that will change depending on what key you press. For instance, pressing 'Option/alt' will show you which key to press to get that accent. Like Option+u (umlaut) then 'a' gives you ä.
Hope that helps...