I agree with JNT. I think it's easiest to use Go Lloyds but I found it a real hassle doing it from a UFJ ATM. Shinsei (and apparently Citibank too) have English online banking, so you can do a transfer to your Go Lloyds account without having to struggle through the Kanji. The application was easy too.
I used to get really nervous each time that I'd done something wrong and the money was going to go astray.　Never actually had a problem though.
This is a pretty good article on the topic.