Make sure you are using the latest versions.
All patches can be found on the wiki: http://en.touhouwiki.net/wiki/Touhou_Wiki
You can also find translations there.
Make sure to use this site over the Wikia site. The Wikia is outdated.
Here's the fighting game wiki: http://hisouten.koumakan.jp/
If you are playing Soku, make sure to get the latest Sokuroll.
It is strongly recommended for you to use the vsync patches. http://en.touhouwiki.net/wiki/Game_Tools_and_Modifications#Vsync_Patches
They help reduce input lag and give you extra features to control the game. They also give you the option to fix some bugs.
Here are the official replay archives.