A friend of mine who used Utau once told me that when you load a .WAV file into Utau, your voice can seem much flatter than it actually is. When she sent me her voice bank, it was evident that she was correct.
For this software, you may have to set your system locale to Japanese. If you're unsure of how to do this, are using a shared computer, or don't have an XP installation disc handy, you can try to use applocale. This program should also allow you to create a shortcut that runs the program with applocale automatically.
patch. To install this, unzip the folder and copy the files to the 'res' folder in your Utau directory. If there isn't one, make one, and the next time you load the program the file menu will be shown in English.
here, and a FAQ here. I'll add more details as I find them. As for the people who suffer a lack of sound regardless if they have their computer set to Japanese locale and have made certain that their audio is working (it's a stupid suggestion but I have to add it to be sure).
You need permission. There is a form on the site that can be filled out. It appears as if Windows 100% Magazine has also put in a few requests. Whether that means you can get the program with the magazine is unconfirmed. In any case, it's easier to just link to the site.
this Wiki. Please note I've fed the page through Google Translate. There is a notice that says if you download the .zip and not the .exe, VB6 (Visual Basic 6) Runtime library is required.