Two possible solutions you may already have tried.
First Potential Fix: Switch location settings to Japanese:
I'm Assuming you have Windows XP PRO SP3. It should work with XP Standard/Home as well, but I can't personally verify that. You will also need a Windows Install disk, preferably and actual Windows XP install disk, not just whatever disk that came with your computer to reinstall the OS in the case of total computer crash requiring a new hard drive disk. The "whatever disk that came with your computer" might work as well, but I don't know that for sure.
-Control Panel --> Regional and Language Options
-Under the "Advanced" Tab, NOT "Regional Options", in the section titled "Language for non-Unicode programs", change the drop down box to Japanese.
--If you have don't this before, you will need your Windows XP installation disk to install a few extra files you computer does not install by default.
-Restart your computer.
Second Potential Fix: Install the extra fonts that this site provides with the that game:
-Download font files.
--Extract from .rar/.zip archive if needed. Can't remember if they where stored in such.
-Control Panel --> Fonts
-File Menu --> Install New Font...
-Navigate to where ever you stored the fonts and select the font, push OK.
--Can't remember if there was one or two fonts. If more than one, Install one at a time for safety. Don't try and install both in one go.
--I don't think this requires a restart, but in my experience, when in doubt, reboot. (No, not boot it of the roof of your house, though I can understand the impulse, turn off then turn on the computer)
Beyond that, I can't think of anything that might help. I don't remember having any problems installing this game.