I've looked into this as well, and the windows IME for the japanese language does not work in FFXI. However.. i have switched the alphabets once before... but since then i'm beginning to think i was either hallucinating, or i drempt up the whole thing. If it really is not an available feature in the NA release, I think I'll mail SE about this. Personally, i would love to use FFXI as a medium for improving my japanese language skills, and i don't see why SE would object to the promotion of the japanese language.