in Regional and Language Options from Control Panel
and that's it if you don't care about Chinese input.
For Chinese input, the free Pinyin 2003 (also part of Office 2003 Chinese edition) is a good choice:
http://www.microsoft.com/downloads/details.aspx?FamilyID=f03e2072-7a38-4d8c-aaec-0b245e27bd67&DisplayLang=zh-cn