First off, I’m utterly addicted to this game now. Like I said before, it’ll chew up plenty of your time, so watch out. If anyone’s wondering, these series of games are tied with Resident Evil and Grand Theft Auto as my all-time favorites.
By the way, if you’re looking for a complete walkthrough — albeit with some mis-translated Japanese characters in it (that don’t really affect the walkthrough), try this one over here at gamefaqs.com.