I have really cheap (US$2 for two pairs) K-Mart gloves that I can type in when my office gets too cold. Just look for really thin elastic-y ones and you should be good.
A friend of mine who's a complete cold wuss just headed off to South Korea to teach, before leaving she amassed an amusing number of thing to keep herself warm... I asked her what the does/has to keep warm when working at a computer and her main advice it to keep your torso warm and your body will then release some spare heat through your limbs... (though I'm certain you're already doing that.)
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Otherwise, here's a few things that she now owns that helps keep her warm:
http://www.warmkeyboard.com/
http://www.wristies.com/shop/
And she also has this pair of USB powered finger gloves that she bought over there (essentially these: http://cgi.ebay.com/NEU-Waermender-USB-geheizte-Wolle-Handschuh-Warme-Haende_W0QQitemZ180073280976QQihZ008QQcategoryZ35384QQtcZphotoQQcmdZViewItemQQ_trksidZp1742.m153.l1262 )