And here we have the answer:

1. Windows XP requires East Asian language support that can be easily installed in the locale control panel (Regional & Language Settings).  That requires a Windows XP CD, something I do not own (using a VM from http://modern.ie/)
2. Windows 7 has built-in support.  Proof:
![7-japanese](https://f.cloud.github.com/assets/327323/1350382/d2d40a4c-3709-11e3-9b4e-d98a442ead22.png)

  (for those wondering, this copy of Windows is unactivated and comes from a genuine install CD I own.  It is almost-vanilla with minimum additional software.)