First you need RPG maker (if you google 'RPGmaker 2000', click the first result, then just click the link that says download at the bottom of the page)
Install that (if your on Vista/7 it might not like it, just say install with recommended settings in the popup and it should try again and work), copy/move your Yume 2kki game folder (the one probably titled ゆめ2っき) into the project folder in RPG maker (for me thats in c:/program files(x86)/ASCII/RPG2000/Projects)
Then open Yume 2kkis folder from the 'open project' ,menu in RPG maker (button in the top left i think), and just hit the play button at the top - that'll start the game in 'test mode'. Once youve loaded your save, press F9 on your keyboard, which will bring up the switchboard, and look for switch 0076 and set it to [ON]
Once youve done all that, just go to the effect room in Urotsuki's dream apartmens, the crossing effects effect ball should be on the bottom left pedestal in the effects room, just pick it up and put it back down and you should be golden