Do this before you install the game, otherwise you will get an error even if you do this after you install it:
Windows XP:
Click Start,
Control Panel,
Date, Time, Language and Regional Options
Regional and Language Options
Advanced
And under the language for non unicode programs set it to japanese.
Reset your computer so the change can take affect. Then click the kantan installer icon to install the game. Keep clicking next (has an N next to it) and eventually it'll ask if you want to install, click yes (one on the left) and the game will install.
If it installs without any errors what so ever you should get a Sebastian Icon on your desktop and voila you can play!
Enjoy the game. =D
Can also be installed on Vista, and Windows 7