This is a basic copy paste. This has been copied and pasted so many times I dont know what the orginal thread was made on i know for fact this is a copy and pasted thread so whatever about credits.
Step 1: Download the Setup
MediaFire:
http://www.mediafire.com/?f1djzdj1xgy
RapidShare:
http://rapidshare.com/files/48299255...a4_1_.exe.html
Just download...
Step 2: Installing SoftEther VPN Client 2.0
(Picture form)

Step 3: Creating your Connection (from Japan :o)
(Picture and Explanation form)

This will appear saying that your connection is unplugged, just proceed to the next step.

Then a little window with "OK" in it will appear,