If you just want to display Japanese characters, apparently no configuration is required.
Non-Japanese versions of Windows XP include Japanese fonts and a Japanese IME (The software required for Japanese input).
In "Start" open Help and Support, type for example "Japanese". In the results, click on "Install East Asian language files" and follow the very simple procedure (Regional Language Options/Install files for East Asian Languages). Depending on your PC, you will or won't be asked for the Windows XP installation CD-rom.
At the bottom of the new window, in Pick a Control Panel Icon, click on Regional Options.
Please note that this operation installs all Chinese, Japanese, and Korean languages files. They are 270 MB in total. Apparently you cannot choose to install the Japanese language files only.
If you do not have the installation CD-rom, and if you just want to display Japanese characters in your browser and especially in the applet on this site, you can connect to any Japanese web site with Internet Explorer. Your browser should pop up a dialog box inviting you to download a free Japanese font (MS Gothic) from the Microsoft site. This font weighs 2.7 MB, compared to the 270 MB for the East Asian Languages files.
Download : Japanese Language Pack (Microsoft)
Source webpage : http://www.asahi-net.or.jp/~ik2r-myr/kanji/winxp_en.htm