So, if you're like me and don't want to have to restart and change your system setting to Japanese for these games, there are apps that will do it on a per-program level.
I just got one called Locale Emulator:
http://xupefei.github.io/Locale-Emulator/It works with Wonderful Pink 1 and 2 as well as Plum Theater. I haven't tried it with anything else. I'd recommend making sure the game you want to run works on your computer under the proper locale settings first. Then, once it does, make your life easier by setting up a locale emulator and switch your locale back to your usual default (here I'll assume English)
Here's a quick guide to getting Locale Emulator to work. It's pretty easy, but a couple things tripped me up, so I thought I'd share.
1. Just grab the zip from the website's Mega download, extract it to a folder anywhere.
2. Then run the installer (don't switch windows while it installs; should only take a second. If you do, the confirmation dialog might get stuck behind the installer window. Happened to me. Nothing terrible, but it was annoying.)
3. After you run the installer, there's one more step. There's a LEGUI.exe in the same folder as the installer. It sets up your context menu shortcuts. Set it up like in the image, and you'll get a context menu shortcut when you right-click any program to "run in Japanese."
That's it!
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Weeeellll...almost.
Unfortunately, the default install really lags the right-click menu in Explorer. I have no idea why. so if this bothers you, and you don't want to do the next steps, or don't know how, then maybe check out another program. NTLEAS
https://ntlea.codeplex.com/ should also work, but I haven't tried it.
I'll explain in the next comment