I use Wine to run some Windows small utilities. Here shows many ways to install Wine on Mac OS X. I used a third party application named osxwinebuilder. Installation was not hard. Just followed their instruction.
If your Windows application needs Chinese or Japanese fonts, you have to install the fonts to ~/.wine/drive_c/windows/Fonts. An easy way is just making a symbol link from the OS X font folder.
You can run your application from term like