Here follow this step by step.

Things to make sure you do first:
>Click Controll Panel.
>Click Regional and Language Settings.
>Under Languages (Second Tab) have "Install files for East Asian Languages" checked.
>Under Advanced (Thrid Tab) use the box and click Japanese.
>Click Apply.
>It should say the files are already on your computer, click yes to use the ones currently on your computer.
>It should ask to restart your cpmputer, click yes.

Now we're going to start fresh:
>Uninstall anything you may have installed previously.
>Click Setup. This will appear: http://www.littleangelshentai.net/forum/download.php?id=21621
>Install the game. Make sure it installs.
>In the box it pulls up again, click start.
>Go into the shortcut it created, click it.

This should make the game work, if it dosen't; pinpoint which step you get stuck at and I'll try to help.