Since algorithm2e uses a macro-style interface for its programming structures, using verbatim directly is a problem. If its use is really necessary, boxing the content before using it allows you to pass it as an argument to the programming structure commands:

\documentclass{article}
\usepackage{algorithm2e}% http://ctan.org/pkg/algorithm2e
\newsavebox{\mycode}
\begin{document}
\begin{algorithm}[H]
\begin{lrbox}{\mycode}
\verb!%&$*@#*%!
\end{lrbox}
\SetAlgoLined
\KwData{this text}
\KwResult{how to write algorithm with \LaTeX2e}
initialization\;
\While{not at end of this document}{
read current\;
\eIf{understand}{
go to next section and \usebox{\mycode}\;
current section becomes this one\;
}{
go back to the beginning of current section\;
}
}
\caption{How to write algorithms}
\end{algorithm}
\end{document}
The verbatim content is stored in \mycode first using the lrbox environment. Subsequent usage of this box is via \usebox{\mycode}.
If it's not really necessary, using \texttt{..}, say, would (should) suffice. The decide here would be based on whether you have funny characters included in the part you designate as requiring verbatim.