Download
http://www.download.windowsupdate.com/msdownload/update/v3/static/ie501sp2/x86/e
n/IELPKPE.CAB
Open the file with WinZip and extract the files to your Windows\Temp
folder.  Then click "Start", "Run", type the following into the "Open"
box and click "OK".

C:\WINDOWS\TEMP\LANGINST.EXE  /F  PANEUR.INF

Ben

Please see the instruction here:
http://ourworld.compuserve.com/homepages/PaulGor/cyr9x.htm

By the way (sorry, Ben!), do NOT try to install _browser_'s
pack for that - you need Cyrillic support in your entire
Windows, not just in browser! In any case, the correct way
for a language support is to activate it in Windows itself
and not in a browser. The _all_ applications will be able
to work with that language - including browser.