Since A LOT of people have trouble with this, I will redo everything that needs to be done so Japanese characters can be used on your computer. Here we go.
Windows XP
First, you'll need to make sure you acquired the Windows install CD (how, I do not care). Next you must go to Start > Control Panel > Regional and Language Options.
Click on the Languages tab of the window and check off the "Install files for East Asian languages" and hit apply.
After you have installed the languages and restarted your computer you'll want to download the AppLocale installer and install it.
Now that you have everything all set, gather your Japanese and get ready.
Start up AppLocale, find your copy of Pokesav, and set the language to this:
Now just find the spot that you need to put your Japanese in, and paste.
If you have any questions/problems, just post them here. PLEASE DO NOT MAKE UNNECESSARY TOPICS!
Windows Vista
In Windows Vista, using Japanese text in Pokesav is even easier. All you need to do is set your regional Unicode settings to Japanese. To do this, follow these steps, accepting UAC prompts as necessary:
Go to the Control Panel (Start > Control Panel).
Select the Change keyboards or other input methods link under Clock, Language, and Region.
At the top, select the Administrative tab.
Click the Change System Locale... button.
Change the drop down list to Japanese (Japan) and confirm.
Windows will then prompt you to restart your computer.
After you're done using Japanese characters with Pokesav, change this setting back to what it was before, as it could affect some settings on your computer.
Enjoy.