1. Download the Offline AE/F/G Patch.
2. Extract its contents with 7zip
(or any 7z file extractor if you've an other) to the root directory of the game. You'd have something similar to this screen
3. Execute the PATCH.BAT file (by double clicking on it) and wait few seconds.
4. At this point, I'm not sure you can't already play to the game in english. But to finish this patch installation properly, you have to edit a text file, PsuIlluminus.ini. It's in "C:\Users\[Your Windows Username]\AppData\Local\SEGA\PHANTASY STAR UNIVERSE Illuminus\". You have to show hidden files
to find it. Once you get it, open it with notepad, search the "Language" line, replace the J by AE (for the English, or F for the French, or G for the German language), save your change and close this file.
It's honnestly not that hard. At least if you can figure out what I'm trying to explain =]