Do you know how to change the input type in your IME? The Microsoft IME supports 5 different inputs. Hiragana (this is what you want most of the time, as it converts to kanji) half-width kana, full-width kana, full-width romaji, straight romaji, and maybe another. The IME icon in your tool bar needs to have a hirigana あ to be in hiragana/kanji mode. Right click it if it doesn't.