I think it has to do more with your PC (or PS3) keyboard settings.
If you set it to JP you can indeed switch between Japanese and romaji by using the tab key (or any other key combination that you set yourself) to switch between input type. I noticed with my PS3 that the console has to be set to Japanese. I could try as much as I liked but it wouldn't give me the Japanese input option otherwise.

I usually have my keyboard set to Japanese and switch between input modes with shift+cap