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Try installing WOG again and then applying the Russian language pack. I installed it, and everything worked fine for me. Maybe you didn't put all the files in the "update" folder, admit it!
Download it from here:
http://www.heroesworld.ru/files/data/407/414/43/rubeta358f.zip
Extract all 3 files into the "update" or "installwog" folder and run the program with the same name in the root directory of the game.
