Windows: Start -> Control Panel -> Regional and Language Settings. Somewhere in there should be the option to install East Asian Language support. There should be a checkbox to enable it for all programs (by default it is only enabled for MS Office and Notepad I think). Note that this might require a Windows install CD.
Mac: System Preferences -> International -> Input Menu -> Check off "Kotoeri". Enabled in all programs by default.
To mods: Please sticky.