This document may help you in adding Thai language capabilities to you PC:
http://www.hawaii.edu/thai/thaifonts/HowToSetThai.pdf.
You should definitely invest in a Thai keyboard as using a standard roman style will be nearly impossible.
Keep in mind that changing the windows setting, may not have any effect on the applications, unless they have Thai language capabilities and use the Windows regional settings.
Some software programs that are dependant on date format may not work with a PC setup to use the Thai calendar. The company I work for sell programs with such conflicts and when we sell in Thailand our customers dedicate a computer to those applications. For you standard programs, such as Internet browsing, word processing, etc., it makes no difference.