Just for the record and to try help those who have problems, here's what I did to make the game work (it didn't first time):
0- Set regional settings to Japanese
1- Download the game and the patch (yeah well, thanks <<)
2- Install the game through any burning image program (Daemon and Alchool worked fine), CD Key is 000 - 702 - 000 - 114
3- Copy the noDVD crack into the game's folder (you'll overwrite the one the game provides)
4- Copy the content of the Antifail patch into the game folder
5- Run Antifail installer and install the patch (infos on how to install are provided in the Readme text that comes with the patch)
6- Enjoy the game :D
NB: Never unrar the Do Not Touch.rar file, it will unrar itself with the Antifail installer.
Back on topic, the game itself is very nice (I hoped so, especially after playing Saya no Uta), and it's not that guro-ish either. But Jesus how twisted and dark it is.
Kozue freaks the hell out of me, scary moe klutz are scary D: