I really don't know. Seems like other people here are running it without any problems. Locale us definitely not an issue. I just tried it with the US locale and it works great.
Is your windows fully up to date? From what I'm seeing, you seem to have some sort of an "Encoding" error where ANSI failed to convert to UNICODE.
EDIT: I want you to try two things.
1) Check if your windows is up to date. If it isn't, then update it.
2) Go to the 'Control Panel' - Clock and Region - Region - Administrative - Change System Locale, and then turn on:
"Beta: Use Unicode UTF-8 for worldwide language support".
Restart your computer and then see if the game now works. If it doesn't, then go back and turn the above thing off again.