ok so. you were double clicking on shimeji.exe to get the japanese to appear, right?
then. there should be another icon called shimeji.jar. if it has the icon of your unzipping program (alzip, winzip, winrar, 7zip, etc), open it, then select 'properties', select the list of extensions that can be opened with your unzipping program and deselect .jar .
then simply double click on shimeji.jar, and the shimeji should work. ^^