Considering I had this installed when I got Yume 2kki, I'm just going to assume that it will fix the new game error. For those having trouble launching the game, try this: (Excuse me if the issue is fixed.)
1: Dhange your system locale to Japanese (Japan)
2: Download and unzip http://tkool.jp/assets/files/2000rtp.zip
3: Troubleshoot installer
4: Use reccomended settings
5: Test (Make sure to cancel when testing the installer.)
6: Keep the settings
7: Install (Not via test)
8: Launch Yume 2kki