Unfortunately the kindle doesn't natively support Japanese character sets. There are several available options to make it work though depending on which reader you own.
If you have a Kindle 2 there is a hack to support unicode fonts but as with any hack you risk running into problems. You would still need to run the pdf through a mobi converter with this method.
The Kindle DX supports PDFs natively, which can have fonts embedded in them and therefore should work with the lesson guides (I'll try it out tonight if I get some time).
Finally, the only option I that will work on all 3 kindles including the original would be to use something like PDFRead (http://www.mobileread.com/forums/showthread.php?t=21906
) to convert the pdf to a series of images which can then be displayed using the kindle's built in image viewer.
So really there are no super good options other than perhaps the Kindle DX which may work as is. For the other kindles you could always batch convert a bunch of lessons all at once and be done with it. Personally I'd recommend the PDFRead method as it's pretty easy once you get it going and it keeps the formatting of the original pdf.