Hello. When selecting Russian language in Tools -> General -> Change language you will get a view like on the attached screenshot. You need to manually change values as it was described in 2006 oat this post: http://www.howtoforge.com/forums/showthread.php?t=5113&highlight=russian I think default encoding at config.php file should be set to utf8 to satisfy all languages included in distribution. It is not normal, that one needs to change system files to get something in the UI working.
You dont have to change system files, just set the correct encoding in config.inc.php with is the central config file for the interface. We can try to switch it to utf-8 globally, but there were problems in other languages then if I rememeber correctly.
I guess we can overcome these problems by converting all language .php files to utf8 (using Notepad++ for example). But of course this needs testing. Anyway, I think switching to utf8 is a good idea. Or, as an alternative, I can suggest to move page encoding variable from config.php to language configuration file.