Erm. Besides unicode settings and possibly regional settings being set to Japanese, you might need Japanese font. Depending on how the program runs, it might only search for the correct name of the file which, if you don't have the font package, you won't have correct. Instead it'll be a jumbled mess of meaninglessness. Also, even if it goes straight to the file and doesn't care that the file is named differently, going from Japanese font to English jargon can sometimes create filenames that aren't valid, namely characters that aren't allowed in the name of said file.
But, I haven't downloaded it, so I can't say, not to mention I already have the font files.
A nice thing about windows 7 is that it doesn't require (at least for me) the CD in order to install the new fonts. XP, on the other hand, requires it. So, if you don't have your CD, it isn't good.