You enter it as ∗ or as *, which will be displayed as ∗ and *, respectively, in HTML.
Here is a test:
- Here is displayed as a bullet list.
∗ Here is displayer as an asterisk operator (Math Asterisk).
* Here is displayed as an asterisk.
And your example:
∗Hello world, this sentence is not in an unordered list.
or
*Hello world, this sentence is not in an unordered list.
See the Wikipedia entry regarding the Asterisk character for more information.
Update: Actually, the character is Small Asterisk, ﹡. There is a slight difference between them—this one is bigger, for instance.
﹡Hello world, this sentence is not in an unordered list.