Just hold down the base letter key and you will get a popup menu from which you can choose the accented character you want.
Or use these shortcuts:
Option/alt + n, then a or o will produce ã or õ
Option/alt + c will produce ç
Option/alt + e, then e will produce é, etc
Option/alt + i, then a will produce â, etc
On the unibodies, the keyboard is officially unchangeable. Apple would have you replace the whole topcase, that has both the keyboard and trackpad bonded in place. Not the cheapest proposition, so the external keyboard option, be it cabled via USB or wireless via Bluetooth, becomes an attractive alternative. Heck, add a mouse and a display in the mix and you can run it with lid closed in Clamshell Mode.
As for getting the OS to recoognize and use the different language keyboard, go to System Preferences / Language & Text / Input Sources to enable the desired keyboard mappings. I see at least two options attractive to you: Brazil and Portugal. Note that you can enable different mappings (aka Input Sources) and switch between them on the fly. While there, you can enable the "Keyboard & Character Viewer" option, pops up a menulet on the menubar that in turn lets you open the Keyboard Viewer; a mini window showing how each key of the current keyboard is mapped.
I was having the same problem. Your problem it is your are using the wrong Keyboard Layout, probably the "Portuguese" or "Brazilian" layout.
Go to the System Preferences > Language & Text > Keyboard layouts
There is this long list of layouts, look for: "US International - PC" enable it.
Now disable the "Portuguese" or "Brazilian" layout.
Now, every time you push the special characters letters it will appear with an yellow background and you can type the letter you want with it. Just like in windows.
If you would like to use the Brazilian Portuguese oficial layout on your US keyboard then download and install this file: http://www.techtudo.com.br/downloads/brasileiro-abnt2
Follow the instructions in the Read Me file for installation and configuration.
The layout provided by Apple is not friendly, and actually a disrepect to the how Brazilians type.
Here is a comparison between the Brazilian Portuguese official layout (referred to as ABNT2) and the US International layout: http://www.gamerhouse.com.br/layout/
The solution provided in my response above is not exactly the ABNT2 standard, but it's the closest that I found to enable my US English keyboard (on my new iMac) to emmulate the ABNT2 standard.
Apple should strive to follow official standards. Apple does sell the Portuguese wireless keyboard (which I don't have), but does not provide the layout for those who have the US English keyboard.
Perhaps I was unclear. Your download contains two keyboard layouts, Brasil and Brasileiro. When using a US hardware keyboard, it looks to me like Brasil is the same as the Apple layout called US International PC and Brasileiro is the same as the Apple layout called Portuguese. But perhaps I have missed some differences?
FWIW, this is the Official list of keyboard localizations offered by Apple. You will note that there are two different shaped keyboard cutouts in the topcase, and the rest is handled with different keycaps: http://support.apple.com/kb/HT2841