Start->Settigns->Control Panel->Regional and Language Options->Languages(Tab)->Install files for East Asian languages(enable this option), and in Advanced(tab), Language for non-Unicode programs, you need to choose Chinese(PRC).
It will need your Windows XP CD and Windows XP Service Pack 2 CD. After this install, need reboot. Then Chinese is ok.
Tsinghua Unispim Input Method software is ok now.