depends what system you have.
EDIT- well I'm not sure about the PC, but they should have a language thing on the game. Just use a good Russian translator on your computer.
That's all i could give you, sorry.
I'm only good with game systems.How to change language in GTA 4?
what u got to do is download this http://www.megaupload.com/?d=L1PDET1X its the american.gtx but renamed russian.gtx so the game could read it