What I do is press it once to "activate" it, and then I press it again + the special character I want to type.
Since 
AltGr kind of simulates 
CTRL+ALT, one could alternatively press 
CTRL+ALT+Special Character, were it not for the 
ALT key to halt Minecraft and thus it resorts to the same "activate" method as with 
AltGr.
Don't know if anything can be done about that (I doubt it), but what could be done instead is to change the key for the menu to a more seldom used one (Like one of the 
F-Keys).
You can actually do that yourself. That is, if you have access to the 
/rom/programs/ folder.
If you don't, then you could just copy the edit-program into your CC computer's root folder and change that one instead and from then on use that one as your editor of choice.^^
Anyway, regardless of whatever version you choose, open up the edit-program in an editor and look for this line:
elseif param == 29 then
It should be on line 267.
The number 
29 corresponds with the left 
CTRL-Key (which is interfering with AltGr).
To change it to e.g. the 
F1 key, just replace 
29 with 
59:
elseif param == 59 then
That's it, now the save menu will only appear on 
F1, but not on 
AltGr anymore.
Hope it helps, cheers. :unsure:/>/>
P.S.: All valid Minecraft-Keycodes: 
http://www.minecraftwiki.net/wiki/Key_Codes