How can I play Touhou games on Win 7?

[Radiant Hero]

I have a decent collection of touhou stg games that I would like to play on my american computer, but they do not want to install correctly. I have changed my system locale to Japan. Trouble Withes and Reflex work with no problem, but the Zun games are giving me a headache to install. What do I have to do to get these games running on my pc?