After a bit of research I found that the games are region locked to Japan,
I downloaded a program to change your locale at this address: http://www.hongfire.com/forum/downloads.php?do=file&id=329
After you have installed the program right click and run with japanese locale as administrator and it will play hope this helps.
It's HF pAppLoc. I think you need to register there to download it.
But you can still just change your system locale to Japanese. Control Panel> Region and language> Administrative> change system locale> Japan and restart your computer. (Windows 7. Tell me if you're using Windows XP)
It seems it's a simple unicode/language problem like Renano suggested. ^^