You're not showing the unicode at all, you need to change your location to Japan, and set the unicode to Japanese in order to run Japanese programs, as well has having Japanese installed on your system of course.
Judging from the fact that even your filenames are messed up, I'd guess you don't have Japanese installed at all. You need to do a lot of work in "regional and language settings" Install everything that says Japanese, and change almost everything to Japanese in whatever options you can see.
It's not just one font you need to install, you need to install like 5 or 6 fonts in order for an xp system to be fully Japanese program compatible.