This is a problem with the encoding ! Err, I'm not sure, but sometimes it works; copy the readme and paste in Google Translate; it sometimes appear right. However, copy the pass and paste it in WinRAR (or whatever) to extract the files may not work. You need your computer to be set with a japanese locale, so that it works ! It also fixes textures problems (sometimes appearing as white).
Maybe your Anti-Virus (if you have one) is deleting it automatically. This has happened to me before but with game files in the past. Check your Anti-Virus log or try downloading it on another computer if possible :3 hope I helped.