Your word processor assumes that a word space marks a safe place to flow text onto a new line or page. A nonbreaking space is the same width as a word space, but it prevents the text from flowing to a new line or page. It’s like invisible glue between the words on either side.
Put a nonbreaking space before any numeric or alphabetic reference to prevent awkward breaks. (See example in paragraph and section marks.)
Use nonbreaking spaces after other abbreviated reference marks (Ex. A, Fig. 23), after copyright symbols (see trademark and copyright symbols), and between the dots in Bluebook-compliant ellipses.
In citations, use your judgment. In the citation Fed. R. Evid. 702, you can put a nonbreaking space before the 702 so it won’t get separated from Evid. But certain citation formats, like the California Style Manual, don’t use spaces in the abbreviated name of the source (116 Cal.App.4th 602). In those cases, the nonbreaking space can cause more problems than it solves, because it creates a large, unbreakable chunk of letters.

In older versions of Word Ctrl-Space makes a nonbreaking space. In Word 2007 it’s Ctrl-Shift-Space. Why they changed this is a mystery.
I seems that you might need a non-breaking html space in “Ex. A”
On Apple computers, the standard US keyboard layout produces a non-breaking space when you press Option+Space. I can confirm that this works in iWork Pages ‘09 and Word 2010.
Unfortunately, so far as I can tell the OS X rich text engine also interprets parentheses as possible line break points, which can make for ugly line-broken eyesores when some compound subsection strings, e.g. “§ 111(1)(a)(i)”, are rendered in Pages. Technically, there should be a solution: the “Zero Width No-Break Space” or “Word Joiner” special characters. Neither seems to have any effect in Pages ‘09. Alas, back to Word.
A little background:
http://en.wikipedia.org/wiki/Byte_order_mark#Usage
You might also mention the “Non-breaking Hyphen”: http://www.fileformat.info/info/unicode/char/2011/index.htm
Essentially a short hyphen with the non-breaking property. Useful for rare document numbers where an en-dash isn’t appropriate.
The “NARROW NO-BREAK SPACE” (Unicode 202F) works fine in Pages ’09, doing the same thing as would be expected by the“Word Joiner” or “Zero Width No-Break Space” (eg. prevents parentheses as line break points)
When you use justified text in Word, a nonbreaking space is not necessarily the same width as regular word spaces on the same line. Even when you have told Word to “do full justification the way WordPerfect” does, the nonbreaking space remains a fixed width when other spaces on the line are expanded to fill up the line. You can, however, create an ersatz variable-width nonbreaking space by sandwiching a regular space between two “no-width non breaks.” The “no-width non break” character is available on the ‹Special Characters› tab of the ‹More Symbols…› box under ‹Insert› ‹Symbol›.