I'm surprised you even got it running. When I try I just get a crash, even when I run in Japanese locale - the only real difference is that the error boxes have Japanese text instead. I'd post it as a bug but I'm not sure how.
cd desktop/THDNH\ v0.12mLANG="ja_JP" wine th_dnh.exe
LANG="ja_JP.utf8" wine th_dnh.exe