That's right. Download the necessary IME (Input Method Editor) from the Microsoft Web site, according to your OS. All the instructions about how to download and install the software are there. There are a couple of resources on this site as well.
The little boxes on the screen don't have anything to do with his keyboard. They simply mean that his OS does not have the proper encoding (fonts) to display Japanese characters correctly. Downloading and installing the Japanese Global IME should solve that.