Can you provide any samples (screen shot or the file)? What is being displayed, boxes, garbled text, etc.?
I have gotten some free PDFs from them in the past and didn't have issues with them. Do you have Japanese support enabled on your Mac? I'm not at my Mac currently, but working from memory go to System Preferences > International > then on one of the tabs you can enable Japanese support for the keyboard. This lets you type Japanese and I think it also adds some font support, which may be giving you the problem with the PDFs.
I'll see if I can locate those PDFs when I'm at home. What OS version are you using (Leopard, Snow Leopard)?