I had the same problem ! You also have to change the time zone of your computer. It must be set at UTC +9 (the time displayed by your computer will change).
Ok firstly, sorry for bumping an old thread but I really need help. I've already changed every possible setting to Japan, but I keep getting these error messages. I downloaded (and deleted) this about two years ago because of the same errors but I want to try again. I'm trying the demo while the actual game downloads, but it didn't work either.
Another thing is that I tried other Atelier Kaguya Honky-Tonk Pumpkin demos and they work. For this one, the title screen won't show up but when I copied the vrm.arc from another demo game into the folder of this one the title screen appeared (but it still didn't work). I'm using Windows 7 Home, 64 bit. Any help would be greatly appreciated.