Oh, I was talking about a picture of the czech version. It's likely not to display well on your machine, but you probably can't tell.
Anyway, as I said, it should be ok on Russian Windows. To test it, go to Control Panel -> Regional Settings -> Advanced tab. Choose "Russian" and click OK. Windows will reboot. Now if you run the game, it should display the settings dialog completely in Cyrillic.
Now, my working version of WME uses Unicode whenever possible, so it displays mostly ok even without changing the regional settings, but in Vista even with Unicode the window caption displays question marks. I suppose it's because Vista uses other font for captions, I'm not sure.