In addition to David's suggestion, which is exactly the way I'daccomplish this, ensure that any entity that you put in this list is in the character entity files available to your users. These are files called something like "iso-pub.ent". If they are not in your application custom folder, check in the install folder for the entities folder. Each file defines the actual character entities for that "set." If you don't have the file, but insert the entity, Arbortext will yell at you about not have the character entity available and show you a tag instead of the symbol.
Oh, also if you do not have an instance.acl file in your doctype folder, it's easy enough to create it with a text editor. Nothing special has to go in the file other then the line "set entitylist = "dagger apos..." all on one line. If you already have an instance.acl file, you want to put this command near the top, but there isn't a specific place, as long as it is before anything else that could possibly use the information.
Hope this helps,