Fully Unicode Windows?

[Mahlerite]

Greetings,
new entry here - I hope somebody can help me in solving a problem I have posted to MS Technet newsgroup without getting any answer.
I have a problem with the display of file names in different languages. I now live in France, but I lived for several years in Japan (although I am neither Japanese nor French). When I moved to France, I brought here a brand-new Windows 2000 Japanese (regularly bought on the market) and I am still running under this OS (with all SP and patches). The reason why I chose to stick to the Japanese version is that it treats file names as double-byte (sorry if my description is imprecise). However, it is not really a fully Unicode OS: in fact, when I receive a file whose name is in French, with some characters like "è" or "ç", these are not correctly shown and if I try to open it I get an error message "file does not exist". I have to rename the file in order to open it.
The situation is even worse if try the opposite, i.e. a file whose name is in Japanese under a western version of Windows 2000: the file name is not shown at all, I get something like "_______.doc" and I cannot even rename it (and yes, I have installed Japanese IME).
In this situation, if I wanted to upgrade to XP or Vista (something I should do in order to run some software that does not run under 2K), I would need the Japanese version, in order to keep the possibility of opening all the files. The problem is that it is hard to get this version in France.
Furthermore, my employer (University) should buy the licences, not me, but I cannot ask for a different language version (perhaps English would be possible, but that would not solve my problem). So, my question is: does XP or Vista treat filenames as Unicode, or is there some way to get filemanes shown correctly in whatever charset they are encoded?
I am afraid that my description is a bit approximate, but I hope that the essence of the problem is understandable.
Thank you in advance for any help!