I guess what you're looking for is something like:
in ~/.Xmodmap
Code:
keycode 117 = Mode_switch
keycode 26 = e E EuroSign
Enable this by typing xmodmap ~/.Xmodmap
Now you have an extra modifier key (key 117 in this case) and an .Xmodmap that tells X that when key 26 is pressed, an 'e' is meant, when key 26 is pressed at the same time as shift 'E' is meant and with the modkey pressed, we want an Eurosign. All of these are arbitrary though.
