I can see this is an old thread, but just in case anyone finds it off of google, I feel like it might help to answer Punlord's Question:
It took me a while to find the fix.
The problem is, a North American system's "Windows Install Guard" can't handle files that have Japanese names. So when you installed it, a lot of the files didn't get installed, including the one its mad it can't find.
The solution:
Step1:
Go to the folder you were installing from. The one that has "setup" in it. Copy all the files, and paste them into the folder you installed to.
It's a silly problem and it has a silly solution.
Step 2:
Get Textractor. You need it, or some other program that is capable of Emulating a Japanese Locale when you run the game.
The added advantage of using Text tractor is that it can put the game in English for you.,