I was having weird errors then I remembered that I gotta change regional settings to make it work. I got tired of constantly opening and finding NTLEA then pointing it to the exe file. Then I remembered when I would play Starcraft over Hamachi with a modified shortcut and applied it to this. BTW, if you aren't using NTLEA to change regional settings on an application basis, I suggest you do so you don't have to either constantly be in a Japanese locale or have to switch back and forth everytime you play.
I modified a shortcut to work with Clannad as well and heres how it looks:

Of course yours is probably not going to look like this but just have the address of the ntleac file first then a space and the address of the game second. Use parenthesis around the address if it contains spaces. You can also click change icon and find the exe file and it will take the correct icon.