While previous versions of OS X included a way to make custom input methods, it was only good for Chinese and had other limitations. Leopard comes with a generic system for creating input methods that should work with any Unicode font, and thus open new options for typing scripts that don't lend themselves to the usual alphabetic keyboard layout. Essentially all you have to do is produce a tabbed file equating ascii strings to the output you wish to appear, put it into the proper format, and install it in Home/Library/Input Methods. Details can be found here.
Note that the Apple article example is only for the .inputplugin format. For the .cin format, see this page.