That sounds like the copying wasn't right, but it looks like you did it all right. I'm puzzled about that.
I just tried 'Add' on my installation, and cancelled it. It deleted the data files from J1 etc. I then copied the J1 etc folders back into C:\TMCMSTW2, and they showed up in the list on CD Setup. On Initial Setup the selection at the top is all greyed, but Japanese is selected and the EPC works (I don't think that's right though).
I'm going to grab the torrent and see what's what.
Another way to do it would be to use PowerISO to mount an ISO as a drive, use the Add button, unmount the drive, and repeat for each ISO. I don't know how you do that with PowerISO, but you're looking for something like 'mount image as a virtual drive'.