I no longer own the Kindle Keyboard, but I remember this being a real problem. IIRC, you can highlight the whole word, including any articles (in your example 'l'immeuble'), then hit the space bar. The word should then be copied to a dialogue box where you can manually remove the article and apostrophe, then select 'Dictionary' at the bottom (by scrolling all the way to the right). My memory is a little fuzzy, though, as I haven't had a KK for over six months now.
I was very relieved to find that this is not a problem on the Kindle Touch. For instance, you can select 'l'immeuble' or even words with pronouns or guillemets attached to them (like j'apercevais -> apercevoir and «rançonneuses» -> rançonneur), and they are found correctly in the dictionary.
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