Cyrillic (Russian): instructions for Windows and Internet
Instructions for a non-Russian Windows: Cyrillic fonts included into Windows, standard and phonetic (transliterated) Russian keyboard layout, how to tune-up browsers/Mail/News software - Netscape and Internet Explorer/Outlook Express; Cyrillic in Unicode-based programs (MS Word, IE/OE)
http://ourworld.compuserve.com/homepages/paulgor/

Fontboard: Cyrillic for Western Windows
Type Russian or any other Slavic language with an easy-to-learn Cyrillic keyboard in Windows 95/98/ME/2000/XP.
http://zsigri.tripod.com/fontboard/

Russification issues
Sergei Naoumov gives a short overview on russification and details Russian support on various platforms. Unfortunatelly the pages start to date a bit.
http://www.ibiblio.org/sergei/Software/Software.html