I figured I could register to tell you the solution, as I have the same exact problem but I found a workaround.
Actually, it is probably caused because you have a dual-core or even more CPU. As the Touhou games are all made to work with only one CPU, having another one active causes the games to go crazy. So, after starting the game, do CTRL+ALT+DELETE to bring up the Task Manager. Now go on the "Processus" tab, and search for the "th07.exe" one (you will probably have the same problem with other games, but the processus follows the same naming pattern ("th06.exe", "th10.exe", etc)). Right click on it and choose "Define affinity... (or whatever that sounds like that)" Now you should have a list of checked CPU. Disable them all except one, then the game will work fine. Actually it tells the game to only use one CPU instead of using all of them.
You'll have to follow the same steps each time you open a Touhou game. And I hope it will work for you as well it did for me.
Now I can return to the lurker status :justasplanned: