\mbox{oddword}
(Plain TeX users should use \hbox, and take care at the start
of paragraphs.) However, boxing the word is not really advisable
unless you are sure it only occurs once.
\hyphenation{oddword}
This hyphenation exception (with no break points) will be used in preference to what TeX’s hyphenation algorithm may come up with.
In a multilingual document, repeat the exception specification for each language the word may appear in. So:
\usepackage[french,english]{babel}
\selectlanguage{english}
\hyphenation{oddword}
\selectlanguage{french}
\hyphenation{oddword}
(note that babel will select the default language for the
document — English, in this case — at \begin{document}.)
\uchyph is designed for suppressing such
behaviour:
\uchyph=0
will stop hyphenation of upper-case words. (Note that Plain TeX syntax is needed here: there’s no LaTeX alternative for setting this value.)
This question on the Web: http://www.tex.ac.uk/cgi-bin/texfaq2html?label=wdnohyph