I found Microsoft AppLocale yesterday. According to Microsoft, this is a temporary solution to display and run non-unicode programs on Windows. The so called permanent solution is to set the "Control Panel" -> "Regional Language Options" -> "Advanced" -> "Language for non-Unicode programs" to "Chinese PRC" for example. I have tried the permanent solution, but it will cause the PC to display some weird fonts on some other programs. I prefer the AppLocale solution.
Now, I am able to run both PPStream and XunLei with proper Chinese character displays. I consider AppLocale less intrusive compare to the so called permanent solution.
Without Applocale
With AppLocale