Try installing Japanese character support in Windows.
http://newton.uor.edu/Departments&Pr...lation_XP.html

I've had to run Japanese software demo's, and the only way they work properly is to install the Japanese character support and, in some cases, switch the OS to Japanese mode.

It won't change any existing filenames, but should allow you to access unusual files like the one you described. Remember to switch back after you've deleted the file.