If you are using a Macintosh or Linux, your best bet for the latest information is to Google using terms like Cyrillic, Russian Macintosh keyboard or Cyrillic Russian Linux keyboard. A quick overview of both Russianization of both systems is available at the Golosa font help site.
This guide covers the basics of Cyrillicizing Windows XP and Vista. Much of the information comes from a very complete site by Paul Gorodyansky's winrus.com site, available in both English and Russian. Be sure to visit that site, especially if you need additional detailed information (in both English and Russian) or if you need to Cyrillicize legacy Windows systems, such as Windows 95, 98, ME, NT, or 2000.
On modern XP and Vista machines, Cyrillic fonts are automatically installed. Your only jobs are to install a Russian keyboard and configure the computer to read Cyrillic menus when they occur. At no time do you have to worry about "losing" English.