You'll need to set your system's non-unicode language to Japanese. Be sure to delete setParam, change your computer's settings, then redownload setParam. You can follow the guide here for changing the settings.
This tutorial will go over 4 steps to set up UTAU. Changing system locale Checking the decimal separator Installing UTAU Changing UTAU to English Changing system locale In order for UTAU to work correctly, you will need to set your system...
utaforum.net
Alternatively, you can use vLabeler, which is a modern OTO editor with support for various text encodings and more features than setParam.
An open source voice labeling application
vlabeler.com