Changing default charset

[Strannik]

I've run across a problem which stop my development process. The issue is that I have to store data in the locale charset(russian) and it's required that data will be stored/sorted as it should be. MySQL reference states that I must recompile MySQL source that's not best solution for me. The usage of "character-sets-dir" and
"default-character-set" parameters causes to multiple errors and reduce me to despair.

I try Windows version of MySQL database.Maybe somebody had to resolve this problem or know how to get out of the situation ?