It happens because you haven't set as language for non-Unicode programs the japanese language.
For the PSU(:AotI) installation, it really doesn't matter (it doesn't alter it). If this problem doesn't really bother you and doesn't prevent you from installing the game, you can ignore it. And it shouldn't be an important issue, the game installation is really classical (accept the ToS, choose where to install the game...).
If it can help :
http://sha2.web.fc2.com/phantasystaruni ... c/install/2. Select the 1st button to continue
3. Choose the 1st option (to accept the ToS) and click on the 2nd button
4. Here you can define where to install the game...
5. ... and here you can specify the location of the game shortcut in the start menu.
6. Uncheck the box if you don't want to get a shortcut on your desktop.
And if you really want to fix this "bug" :
http://windows.microsoft.com/en-us/wind ... =windows-7(almost the same thing from Win XP to Win 10)