Note that installing the fonts will only let you view these languages -- if you want to input them, you need to install the corresponding Input Method Editor (IME) for each one. You can install Microsoft's IMEs from your Windows CD (instructions here), but Google also offers XP-compatible IMEs for Japanese and Simplified Chinese.
If you have a different version of Windows (2000, Vista, etc.), follow the directions here:
Updated 7/27/13 to mention Google IMEs.