Instructions on windows 7 (Vista and 8 should be the same though) - Start >> Control Panel >> Region and Language - Click on the Keyboards and Languages tab - Click "Change Keyboards... - Under the "General" tab, click "Add..." - Scroll down to Japanese and click the + and then the second + - Tick both "Japanese" and "Microsoft IME" - Click OK to all At this point you should have a part on your start bar that says "EN" if you click it it should have an option for "JP" when you change to it by default it will be in hiragana (katakana is there as well) Then you just type like you speaking romaji and tada, it makes it Japanese hiragana. I hope this was helpful. じゃね、がんばって。

Windows does have an integrated IME but it is not necessarily installed on your computer. I think Windows 7 (and 8 maybe) is the only version that automatically installs it, for earlier version you might have to get the installation CD to get the necessary files. If you don't have the CD anymore then you have two choices. You can be an idiot like me and download the files one-by-one wasting a whole day; or you can just simply download Google's IME, here: http://www.google.com/ime/. Afterwards follow Zagrom's instruction.

Do you use a mac? If so, this site is really helpful... http://redcocoon.org/cab/j4mactyping.html