There is no easy way to tell Microsoft's IME what kind of keyboard you are using to input Japanese. In various circumstances Windows will just decide that since you are typing in Japanese, you must be using a Japanese keyboard layout. Often that is not the case, but there's no GUI to change it. You have to edit the registry.
Since I work in Japan, and usually use Windows via VMWare on a Mac with a U.S. English physical keyboard, this comes up for me a lot. So, for posterity, here is how to do it.
It is basically documented in a Microsoft technote about a similar (but different) problem.
The crux is, you have to find four keys in the registry, and change their values. If your physical keyboard layout is really "US" then change these settings as indicated (without the quotes (duh)):
"LayerDriver JPN" => "kbd101.dll"
"OverrideKeyboardIdentifier" => "PCAT_101KEY"
"OverrideKeyboardSubtype" => 0
"OverrideKeyboardType" -> 7
Now, quick, reboot before the fucking thing shits all over itself!
Et voila. Now you can type your squiggly Japanese glyphs, English, AND punctuation, all from the very same keyboard! Will the wonders of Windows never cease?!
(If you actually have some other kind of keyboard hardware, then refer to the tech note to see the right values to input.)
If you are running Windows on top of Mac OS X, you might also want to unify the language-select keyboard shortcut keys between environments. See my Pulitzer-prize winning exposé How to make Japanese input under Windows in VMWare Fusion on the Mac by a bilingual but predominantly English-using and multiplatform but predominantly Mac-using person less like eating a dogshit omelet for more info about that.
: I don't know all the circumstances. I think it depends on what version of Windows you have (XP thru Win7, and probably other versions, all exhibit the problem), and what you selected as your keyboard layout on initial OS install (which of course some IT dude might have done three years ago when creating an install image), and on Windows 7 Ultimate it seems like it might have something to do with where in the world your install disc was purchased (regardless of subsequent language settings). Who the fuck knows?