Typing in Japanese script

I have a computer, bought in the states, I just figured out how get it to recognize Japanese script and display it properly, but I can't find out how to get it to type the Japanese script. I guess you have to download a program for that? I have Windows XP, the standard XP version on most store bought computers a year ago; I went to the Microsoft web site and they have a thing called IME, I download it and it just says it can't be installed. Some computers won't take certain versions etc., so, anyone know of a good free download that lets you type in Japanese? Thanks.

If you have XP, then you already have an IME, but you have to activate it through the Regional and Language Options interface in the Control Panel.

Here are step-by-step instructions:

IME Activation

If you had bought a MAC it would have been quite simple as setting various language options is quite simple, two clicks and you are done.

Ruth