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For Windows XP to recognize the Japanese 106-keyboard (A01) layout:
In the Device Manager, select the current keyboard, und update the driver to a PC/AT standard 106 keyboard or Japanese PS/2 keyboard (106/109 key). ["Install from a list or specific location" -> "Don't search; I will choose the driver to install." -> unclick "Show compatible hardware"].
In Regional Options, select Japanese as an additional language [reboot].
In Keyboard, change the keyboard layout (of the English language) to Japanese.
Japanese IME-2002 on English Windows
In Regional Options, select Japanese as an additional language [reboot].
If you use a non-US keyboard, the keyboard layout may be incorrect when using the IME. If you encounter this problem, you will have to make a small modification to the registry: start Regedit and go to \HKLM\SYSTEM\CurrentControlSet\Control\Keyboard Layouts\E0010411. Change the Layout File value from KBDUS.DLL to the appropriate layout file, e.g. KBDJPN.DLL for Japanese keyboard, or KBDFR.DLL for French keyboard, etc.
Acknowledgement: some of the tips in these pages have, in a different form, originally appeared in the Computing Japan magazine.
Disclaimer: although all these bilingual tips have been carefully tested, the author will not accept any responsibility for loss or damage resulting from the use of these information.