Just out of curiousity:
does Fate/Stay Night have voice acting? (is that the correct term?)
Cuz if it doesn't I'll probably have to wait for a translation (read... ARGH... I won't be able to enjoy the game ever
)
As for the installation:
Usually if you set the region to japanese... the install should work fine
and if you change it back to english later... you might need to make registry changes
Suggestion: Install the game in with region as Japanese... finish the game... then revert back to english.