Welcome to Gaia! ::

I thought this might be helpful to post.

Windows
The best guide I've found is here.
It's for XP but Vista (and probably Windows 7) isn't too different.
Note:It might ask for your Windows install CD, it didn't for me but it does on some computers.
If you have any questions about enabling the Japanese IME(Input Method Editor) on Windows, feel free to ask me.

Mac
See here.
I don't really use Macs much so I haven't tried the above tutorial personally.

Linux (Ubuntu)
Look here for how to enable it in Ubuntu, though I found it easier to just install the Japanese version of Ubuntu.

Web
Away from your computer?
Don't worry, there's an online IME!
Ajax IME.chasen.org