If you have the Japanese keyboard already installed in your computer, that makes everything easier. If you have Windows 7 like me, there should be an "EN" or "JP" sign at your taskbar. If not, you should install it if you'd like things to go smoothly.
I won't go over how to install it, but you can probably figure things out if you go to your Control Panel then to the Language settings. If not, google it up.
So once you've change your keyboard to Japanese (in Hiragana), you can type in romaji and it will appear in kana. For an example, you can type in "hiragana" and your keyboard will type out ひらがな
1. Make sure that your keyboard is in JP when you have clicked on the white box for alias.
2. Type in whatever phoneme that may be. In my case, it was a. A green "jagged" line will appear under your text. When it is whatever you desired it to be, enter, and the line should disappear.
3. Click Set
4. OK should get you all finished.