Keep Circulating the Tapes: It's nigh impossible to get a physical copy of the game, as it was only released in Japan and even there a copy goes for the Yen equivalent of about $500. It did get released as a PSOne Classic on the Japanese PlayStation Network in August 2010, but it's unlikely it'll ever get released on the American store since it wasn't released in America the first time around. Even so, it's still possible for those outside Japan to make a Japanese PSN account, purchase a Japanese PSN card online, and download it that way.
The dream journal the game was based on (Lovely Sweet Dream) and the soundtrack (LSD & Remixes) that came with the special edition of the game are even harder to get since only about 50 copies were made. There was another CD released only in Japan, Lucy in the Sky with Dynamites, which was basically a supplemental soundtrack featuring different mixes of the songs.
Of course, as you can guess, you can download the game's ISO, both CDs, and scans of the dream journal online for free. The developer, Asmik Ace, doesn't seem to care about it since the game isn't even listed on their website.