Because people somehow expect to be able to run Japanese programs on non-Japanese Windows...
Note: This assumes that you are running Windows XP. If you are using an older Windows, upgrade, for the love of god. If you are running Vista, downgrade, for the love of god. XP is the only OS that all of the Touhou games will run flawlessly on. Please use it if you intend to play Touhou games.
Language packsInstalling Japanese language packs is very easy. It will require either a copy of the Windows CD or a copy of the \i386\ directory from it - if you're on a laptop, you probably have the latter in either C:\ or C:\Windows\.
Now that you have one of the two, go to your Control Panel. Open up "Regional and Language Options." Head to the Languages tab, check "Install files for East Asian languages" and click apply; refer to the picture
here.
Now restart your computer. Congratulations, you can display 日本語 text now! Now you'll need to either set your computer to Japanese non-Unicode mode or set up AppLocale - refer to the next section for that.
AppLocale and moreRefer to here for all your AppLocale needs:
http://alcahest.club.fr/perso/apploc/applocale.htmlIf you find AppLocale too cumbersome to use, then go to Regional and Language Options, head to the Advanced tab, and select Japanese in the dropdown box at the top. Now restart your computer. Hopefully everything will run in Japanese mode now. Note that this will replace your \ character with ¥.