I bet you didn't have your non-unicode locale set to Japanese when unzipping the game.
Use Japanese locale. Or
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.
Also, this thread might be a better place to ask such questions (or search for answers).
If the actual game files you download have gibberish in their filenames... Try to find another download source for the game.
If it runs even with gibberish in its name (the game exe), then great. But chances are that some other files might have corrupted names, and when the game tries to load them when they are needed - wham, error.
